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binomial tree中文是什么意思

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  • 例句與用法
  • Research of the investment decision of real estate based on the binomial tree options model
    基于二叉樹期權(quán)定價(jià)模型的房地產(chǎn)投資決策分析研究
  • Chapter two has analyses binomial tree models fixing the price extremely to the theory of the transferable bond
    筆者在第二章分析了二叉樹模型極其對(duì)可轉(zhuǎn)債的理論定價(jià)。
  • Inspired by the binomial tree model , we also provide the algorithms under the multiplicative triple tree model . and the convergence is provided
    這些方法都具有簡單容易實(shí)現(xiàn)的特點(diǎn),并且給出了它們的收斂性。
  • The general thinking and logic structure of this paper is as this : first , we should introduce the general theory and classification of warrants before we deal with the pricing method in detail ; second , we choose binomial tree model because it is the most simple and practical way to assess them and add some restriction factors , which fit well with the features of chinese financial market and the reality of listing companies issuing the stock
    然后,在各種權(quán)證價(jià)值評(píng)估的方法中選取最為簡單實(shí)用的二叉樹模型。采用二叉樹模型對(duì)國內(nèi)的權(quán)證進(jìn)行定價(jià),不能照搬國外的模型,相反必須對(duì)國內(nèi)金融市場的特征和發(fā)行權(quán)證的上市公司的實(shí)際情況加以充分的考慮。在結(jié)合中國股市上市公司的具體情況,在二叉樹的初始模型中加入各
  • Completion time of the collective communication operation is optimal in the grid environment . in this paper , we gave an example about broadcast , analyzed and compared a topology - unaware broadcast algorithm ( e . g . a binomial tree broadcast ) , a two - level topology - aware broadcast ( e . g
    在這篇論文中，我們以廣播通信為例，分析比較了未知拓?fù)湫偷膹V播算法，兩層的已知拓?fù)湫蛷V播算法（例如ma吵人以及多層的已知拓?fù)湫蛷V播算法（例如mh0十02l并重點(diǎn)研究了網(wǎng)格環(huán)境下的多層已知拓?fù)湫蛷V播算法。
  • Evading risk in financial trading market cries for pricing options to a nicety . asian option , as the most flourish options in the finace market , the pricing has been focused on always . the exact pricing formula for the geometric average asian option had existed , but as to the european - style arithmetic average asian option , due to the dependence structure between the prices of the underlying asset , no analytical formula exists . on the hypothesis that the market is frictionless and without transaction costs 、 on the base of b - s ’ s and in the binomial tree model , we provide several algorithms for computing an accurate value of the european - style arithmetic average asian option . following rogers and shi and by jensen ’ s inequality , many different upper and lower bounds are provided ; meanwhile a formula have got by the comonotonicity and approximating the distribution function . all of the algorithms are easy for programming . with the development of computer , more accurater price can be computed quickly . and numerical example proved that these algorithms are very accurate
    對(duì)于幾何平均亞式期權(quán)它的定價(jià)相對(duì)簡單,已經(jīng)給出了定價(jià)公式。對(duì)于算術(shù)平均亞式期權(quán),它的未定權(quán)益具有軌道依賴特性,一直沒有得到它的定價(jià)方程的解析解形式。本文基于對(duì)市場是無摩擦且在沒有交易費(fèi)用的情況下,在b - s模型下,利用二叉樹模型給出了算術(shù)平均亞式期權(quán)定價(jià)方法;并總結(jié)了利用jensen ’ s不等式給出的各種不同情況下的上下界;同時(shí)應(yīng)用共單調(diào)性和近似分布函數(shù)的方法也給出了算術(shù)平均亞式期權(quán)價(jià)格的近似公式。
  • This paper will simply introduce three numerical procedures that include binomial trees methods , monte carlo simulation and finite difference methods , meanwhile , it also makes a comparison among theses three numerical procedures so as to know their advantages and disadvantages , to see their relation and difference
    文章將對(duì)二叉樹法、蒙特卡羅模擬和有限差分法三種常用的數(shù)值方法的應(yīng)用作出介紹，并對(duì)這三種數(shù)值方法各自的優(yōu)勢與缺陷，以及相互之間的聯(lián)系和區(qū)別作出定量分析和研究比較。
  • In this paper , i introduced a new method , namely the contingent claims analysis or real options analysis ( roa ) for the decision - making of investment under uncertainty . beginning with financial options , i introduced the relationship between financial options and real options , and then made a comparison between roa and the npv method which is popular now in decision - making of investment , and through two examples , illustrated how to solve for the values of real options by various methods , such as binomial trees and definite difference methods
    論文以金融期權(quán)的相關(guān)理論為起點(diǎn)，引入了實(shí)物期權(quán)的相關(guān)概念，分析了金融期權(quán)和實(shí)物期權(quán)的關(guān)系，并對(duì)實(shí)物期權(quán)與傳統(tǒng)的投資決策方法? npv法進(jìn)行了比較，指出npv法由于無法適當(dāng)?shù)墓烙?jì)蘊(yùn)含于投資項(xiàng)目中的管理靈活性的價(jià)值而往往容易造成對(duì)投資項(xiàng)目的低估；在兩個(gè)實(shí)例中通過使用不同的方法介紹了如何求解實(shí)物期權(quán)的價(jià)值。
  • But after the safety premium and after - tax cash flow advantage are considered , the explanation of the wealth transferring effect is enhanced . the above research does not consider the restriction of hard call requirement and soft call requirement on call behavior , and the call notice period is only analyzed with experiences . therefore , starting from the pricing model and after considering the restrictions of various convertible bonds contracts , this article proceeds to build a model based on binomial tree , calculate the value of convertible bonds using the numerical method of forward shooting grid and gain the operation principle of optimal call of corporations
    上述的研究沒有考慮硬贖回要求和軟贖回要求對(duì)贖回行為的限制作用,對(duì)贖回通知期的考察也只是采取了一個(gè)經(jīng)驗(yàn)值來刻畫,因此本文接著從定價(jià)模型出發(fā),在綜合考慮了各種可轉(zhuǎn)換債券合約對(duì)贖回行為的限制條款后,構(gòu)建了一個(gè)基于二叉樹模型并應(yīng)用向前網(wǎng)格射擊的數(shù)值方法來求解可轉(zhuǎn)換債券的價(jià)值,并推導(dǎo)出了公司的最優(yōu)贖回運(yùn)算法則。
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