pricing model of option的意思|示意

Using option pricing method, this article obtained a new pricing model of convertible bond with credit risk.

利用期权定价方法对可转换债券进行定价，并得到了一个考虑违约风险的可转换债券定价新模型。

By analyzing asset price vibration rate following limited Markov chain, prediction model of future time vibration rate and related pricing method of stock option are made.

本文通过对服从有限马尔可夫链的标的资产价格波动率进行分析，得出了在未来时刻波动的预测模型，并给出了相应的期权定价方法。

The KMV Model, which is based on Merton′s option pricing theory, is applied to get the expected default frequency and default loss of the loan.

运用基于期权定价理论的KMV模型来得到公司的预期违约率和违约损失，从而能合理地确定贷款利率。

And option pricing considers the flexibility of investment. So valuation model according to theory of EVA and option can estimate the firm value more accurately and objectively than other models.

在EVA评估模型基础上嵌入实物期权定价理论后，由于考虑了公司的柔性价值，所以能更准确和客观地估计上市公司的价值。

A measure of sensitivity derived from an option pricing model. It measures how much an option's price will change for one unit of change in the underlying price.

是期权价格最为重要的敏感性指标，它表示期权的标的物价格的变动对期权价格的影响程度。

Through the theory of probability, we show the formula of the trinomial option pricing model for finite periods in a stock market.

利用概率论的理论，推导出了某一假定证券市场中有限周期买入期权的三项式期权定价公式。