Finally,we analyze the influence on the validity of option contract and the risk-free interest rate change on the option price parameters through the sensitivity judgment.
最后通过灵敏度分析,分析期权合约的有效期和无风险利率变化对期权价格参数的影响。
参考来源 - 基于期权合约的应急物资采购定价模型研究·2,447,543篇论文数据,部分数据来源于NoteExpress
以上来源于: WordNet
A pricing model of corporation bond is built up, default assumed as a stochastic intensity process and related to risk-free interest rate.
在考虑企业债券违约风险的情形下,首先将违约看作具有不确定性的随机强度过程,对违约风险进行了建模。
The second alarm is the widening in the spread between LIBOR and the relatively risk-free interest rate known as OIS (overnight indexed swap).
[color=#0000FF]第二个警报是LIBOR与相对无风险利率,亦被称为OIS(隔夜指数掉期利率),两者的差距不断拉大。
What is a lower bound for the price of a four-month call option on a non-dividend-paying stock when the stock price is $28, the strike price is $25, and the risk-free interest rate is 8% per annum?
什么是一个较低的一个非,股息,支付的股票四个月呼叫选项的价格势必当股票的价格是$ 28,行使价$ 25,无风险利率每年8%?
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