contingent-claim的意思|示意

美 / / 英 / /

未定权益;或有求偿权;附带要求


contingent-claim的网络常见释义

以或有权益 Nivorozhkin(2001)以或有权益(contingent-claim)评价的架构,分析次顺位债低道德风险及提供管制者有关银风险相关资讯的角色。次顺位债券的市场规范与优先债券跟破产成本的有关。

contingent-claim相关短语

1、 contingent claim 未定权益 ; 或有要求权

2、 Contingent Claim Valuation 或然权利估值法

3、 contingent claim security 或有权益证券

contingent-claim相关例句

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。

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。

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。

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。

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。

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。