1·We build on the contingent claim approach to investigate these issues.
而且我们是基于条件假设来研究这些问题的。
2·Under stochastic interest rate, the pricing problem on contingent claim on dividend paying stock was discussed.
在随机利率情形下,讨论了有红利支付的股票未定权益定价问题。
3·Convertible bond is the contingent claim not only of the firm value, but also of interest rate and its term structure.
企业可转换债券既是企业市场价值的或有债权,又是利率及其期限结构的或有债权。
4·The pricing formula of European foreign stock contingent claim are obtained by backward stochastic different equation and martingale method.
利用倒向随机微分方程和鞅方法,讨论国外股票欧式未定权益的一般定价问题,获得了一般定价公式。
5·The pricing formula and hedging strategy of European Future contingent claim are obtained by back ward stochastic different equation and martingale method.
利用倒向随机微分方程和鞅方法,直接得到欧式期货未定权益的一般定价公式以及套期保值策略。
6·The quanto option is a contingent claim whose investor has to consider to avoid the risk from both the foreign stock price and exchange rate simultaneously.
汇率连动期权是一种未定权益,其投资者不得不同时规避国外股票和外汇价格变动的风险。
7·On this basis, the pricing model of European contingent claim with stochastic life is discussed, and some pricing formulas of European contingent claim with stochastic life are obtained.
在此基础上,建立了具有随机寿命的欧式未定权益定价模型,并得到一些具体的欧式未定权益定价公式。
8·While that appears a tall claim, there is hope that India's largest shooting contingent to travel to the Olympics (12) achieves at least a couple of medals.
听起来或许像是吹牛,然而印度历届最大的射击代表团这次有望在奥运会上至少拿到2枚奖牌。