binomial tree造句
例句與造句
- 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可轉(zhuǎn)債的理論定價。 - 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)證價值評估的方法中選取最為簡單實(shí)用的二叉樹模型。采用二叉樹模型對國內(nèi)的權(quán)證進(jìn)行定價,不能照搬國外的模型,相反必須對國內(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。 - It's difficult to find binomial tree in a sentence. 用binomial tree造句挺難的
- 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
對于幾何平均亞式期權(quán)它的定價相對簡單,已經(jīng)給出了定價公式。對于算術(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方程的解析解形式。本文基于對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值而往往容易造成對投資項(xiàng)目的低估；在兩個實(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贖回行為的限制作用,對贖回通知期的考察也只是采取了一個經(jīng)驗(yàn)值來刻畫,因此本文接著從定價模型出發(fā),在綜合考慮了各種可轉(zhuǎn)換債券合約對贖回行為的限制條款后,構(gòu)建了一個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)換債券的價值,并推導(dǎo)出了公司的最優(yōu)贖回運(yùn)算法則。