片语

contingent claim balance sheet或有权益资产负债表

perpetual contingent claim永久未定权益

contingent claim security或有权益证券

contingent claim model或有债权模型

Contingent Claim Assets资产

Contingent Claim Valuation或然权利估值法

Corporate Contingent Claim Model公司或有价值模型

英汉例句

• this chapter models the value of investment project as geometric brownian motion and uses contingent claim for the valuation.

  用几何布朗运动来描述该产业投资项目的价值，并利用或有债权方法进行了分析。

• 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。

• 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。

• 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。

• in the second section, by martingale method , european contingent claim can be priced well.

  在本章第二节，介绍了用鞅方法来定价一般欧式或有债权。

• in this paper we first obtain a partial differential equation described by price of contingent claim when borrowing rate is not equal to lending rate.

  在借贷利率不同情形下 ，首先得到随机寿命的未定权益价格应满足的偏微分方程 ；

• 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。

• 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。

• 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。

• the second part deals with the pricing models of various venture capital decisions based on contingent claim analysis.

  本文按照风险投资和实物期权理论的阐述和风险投资决策定价方法的构建两大部分来构造整个研究框架。

• 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。