underlying asset
标的资产;基础资产;相关/指定资产
2025-06-05 23:31 浏览次数 5
标的资产;基础资产;相关/指定资产
Underlying Asset Risk标的资产风险
non-tradable underlying asset不可交易标的资产
haha underlying asset相关
underlying commodity or asset商品或资产
Underlying g Asset标的资产
Underlying Asset of Finance金融基础资产
Underlying asset price价格
the movement for the value of the underlying asset of r&d real options is neither purely a geometric brownian motion, nor simply a jump process, but a combination of the both.
现实期权标的资产价值的运动既不是纯粹的几何布朗运动,也不是纯粹的跳跃运动,而是二者的结合。
whether the introduction of futures has influenced the underlying asset volatility and its characteristics is still debated both in the economics and practitioners.
期货的推出是否对其标的资产的波动性及其特性有显着影响,至今在经济学界和实践部门都有着很大的争议。
the futures contracts outstanding must be settled by delivery of the underlying asset or by cash on the last trading day.
合约的最后交易日必须以现货、金融工具、或根据期货合约的协议作结算。
underlying asset is a term used in derivatives trading, such as with options.
标的资产是衍生品交易中使用的一个术语,比如期权。
on the hypothesis of the underlying asset price following lognormal process in the two model, we can extend the way of asset price logprofit process「 approach to multi-asset options pricing.
在第二个模型中是在标的资产价格遵循对数正态过程假设下,把资产价格对数收益过程逼近方法扩展到多资产期权定价上。
currency rate fluctuations can adversely affect the underlying asset value, also affecting the structured product price.
币兑换率的波动可对相关资产的价值造成负面影响,连带影响结构性产品的价格。
the main aspect of improvement for bs model is the stochastic process of underlying asset price, which can be divided into first-order improvement and second-order improvement.
对bs模型的改进包括利率的随机过程和标的资产价格的随机过程这两个方面,其中的主线是沿着改进标的资产价格所遵循的随机过程这一方向。
option is newly developing derivative, it is mainly use in hedging of the underlying asset and avoiding the risk.
期权是新兴发展的金融衍生工具,主要用于对标的资产套期保值、规避风险,深受投资者的欢迎。
cashflow covers neither principal nor interest; firms are betting only that the underlying asset will appreciate by enough to cover their liabilities.
现金流既不够还本也不够支付利息;企业当前所赌的,仅仅是相关资产将升值到足以支付负债。
running a mine has a certain number of the management flexibility. the investment flexibility can be regarded as an american call option, is has value whenever underlying asset is uncertain.
讨论了矿业管理选择权,投资机会可以看作是一个美式看涨期权,只要项目具有不确定性,投资时间选择权就具有价值。
a put option gives the holder the right to sell the underlying asset by a certain date for a certain price.
看跌期权是指期权的购买者拥有在期权合约有效期内按一定的价格(即执行价格)卖出一定数量标的物的权利。
this suggests that more information is needed on banks’ exposures across borders and the concentration in underlying asset classes.
这就是为什么要加强银行间跨国界敞口和专注于标的资产级别的信息交换。
suppose that underlying asset follows constant elasticity of variance model(cev). we derive pricing formula of binary option.
假设标的股价服从不变方差弹性(cev)模型下,推导出两值期权的定价公式。
results the pricing formulae for european option and its parity are obtained under the underlying asset pricing process by mixed process with dividends-payment.
结果得到支付红利的服从混合过程的股票期权定价公式及平价公式。
gukhal (2004) derived analytical volution formula for compound option when underlying asset followed a special case of jump-diffusion process, that .
在利率确定的情形下,利用保险精算方法,推导了股票价格服从跳扩散过程的欧式再装期权的定价公式。
in the money: the state of an option when the price of the underlying asset is higher (in the case of a call option) or lower (in the case of a put option) than the option」s strike price.
(期权)到价:指期权基础资产的价格高于(指看涨期权)或低于(指看跌期权) 执行价的情况。
currency rate fluctuations can adversely affect the underlying asset value, also affecting the etf price.
货币兑换率的波动可对相关资产的价值造成负面影响,连带影响结构性产品的价格。
its terminal payoff is not only connected with the price of underlying asset on the expiration date, but also depends on average price over a part or the whole of the life of the options.
其到期收益不仅与期权到期日的标的资产价格有关,而且还依赖期权合同期内标的资产在某段时间内或整个合同期内的平均价格。
binary option is also an exotic option, its value depends on whether the price of underlying asset is higher than strike price.
二元期权也是一种奇异期权,其收益取决于到期资产价格与执行价格的大小。
the other is that the volatility is assumed to be stochastic and the price of the underlying asset is a lévy process, namely we can further promote the model on the basis of the first one .
假设波动率是随机的,且资产价格服从l évy过程,即在前述模型基础上作了进一步推广。