put option
英 [pʊt ˈɒpʃn]
美 [pʊt ˈɑːpʃn]
网络 看跌期權; 看跌; 看跌期权; 卖出期权; 卖权
英英释义
noun
- the option to sell a given stock (or stock index or commodity future) at a given price before a given date
- an option to sell
双语例句
- Put option pricing numerical method through parallel computing to achieve a recent relatively new also hotter studies, in which backward stochastic differential equations using method of realization option pricing, is higher, with show calculation accuracy of financial market closest one way.
把期权定价的数值方法通过并行的计算来实现是近期较新也较热的研究,其中利用倒向随机微分方程方法实现期权定价,是计算精确性较高,同显示金融市场最相符的一种方式。 - This paper introduces credit derivatives including put option, default option, swap and credit-linked notes ( CLN), and their applications in credit risk management.
看跌期权、违约期权、互换和信用联系票据等几种信用衍生产品在信用风险管理中的应用有着重要的现实意义。 - A put option provides the right to sell a currency and buy the base currency at the agreed rate.
卖方期权则是一项按商定的汇率卖出一种货币并买进一种基准货币的权利。 - From the structure of barrier options, call option and put option is the same as the terms.
从障碍期权,看涨期权和看跌期权的结构是一样的条件相同。 - The optimal exercise price of the American put option
美式看跌期权的最佳执行价格 - In this paper, assume that interest is stochastic, using martingale method, we deal with pricing formula of European contingent claim on foreign currency, and obtain price of European call and put option.
在随机利率情形下,利用鞅方法给出外汇欧式未定权益定价公式,得到了欧式看涨期权和看跌期权价格解析表达式及平价关系; - If core competence is viewed as a put option, we can use Option Pricing Theory to assess it.
如果把核心能力视作一个看跌期权,我们可以应用期权定价公式对核心能力进行评估。 - The American put valuation problem is very important and complicated in the Option Pricing Theory ( OPT), and so far the appropriate continuous-time pricing model and compact valuation formula for the American put option have not been found.
在期权定价理论中,美氏卖权定价问题是相当重要又是相当复杂的,迄今还未找到恰当的美氏卖权连续时间定价模型和紧凑的定价公式。 - The article detailedly researches the characters of the American option and the principle of forming its value, and offers a new, very fast and accurate numerical pricing method of the American put option& "FFT" method.
本文深入剖析了美式期权特点及其价值形成机理,提出了一种新的快速的高精度的美式看跌期权定价的数值方法&快速傅里叶变换法。 - American Put Option with Stochastic Financial Market Model
随机市场模型下美式看跌期权的定价