1) reset call options
重设型认购权证
2) bull market reset call warrants
重设型牛市认购权证
1.
Under condition that the interest rate of the riskless asset, the volatility rate and the dividend rate of stock index are nonrandom functions of time, the pricing formula of bull market reset call warrants is obtained by using Martingale and stochastic analysis methods.
在无风险利率、指数连续股利率、指数瞬时波动率为时间t的非随机函数的情形下,以鞅论和随机分析为数学工具得到了重设型牛市认购权证的定价公式。
3) bear market reset put warrants
重设型熊市认售权证
1.
Furthermore, a mistake of the pricing formula of bear market reset put warrants in [1] is corrected and the pricing formula is extended.
更正了[1]中重设型熊市认售权证定价公式的一个小错,并对其定价公式进行了推广。
4) call warrant
认购权证
1.
EG test and Johansen test are used to analyze the co-integration between the call warrants in Shanghai Stock Market and its underlying target stocks.
应用EG两步检验法和Johansen检验法对沪市认购权证和其标的股票进行协整检验,检验结果表明权证和其标的股票之间不存在协整关系。
2.
This paper examines the price performance of call warrants on the China security market.
使用Black-Scholes模型对中国权证市场上发行的认购权证进行了研究。
5) call warrants
认购权证
1.
In addition,it analyzes the date of the call warrants of the market in China,the results suggests that the situation of the market of China may be similar to the markets abroad.
文章综述了认股权证的发行对标的股票股价影响的理论及国外的实证研究结果,并用中国市场的数据对认购权证进行了实证分析,认为中国市场很可能存在与国外相似的情况。
2.
The author attempts to employ the fractal B-S model to empirically examine the pricing behavior of the call warrants in China stock market.
针对证券收益率呈现"尖峰厚尾"的分布特征,在分析传统B-S权证定价模型的不足基础上,本文提出了基于分形理论的B-S权证定价模型,并利用分形B-S权证定价模型和传统B-S模型分析认购权证价格变化的行为。
6) Call Warrant
认购(股)权证
补充资料：因侵害姓名权、肖像权、名誉权、荣誉权产生的索赔权
因侵害姓名权、肖像权、名誉权、荣誉权产生的索赔权：公民、法人的姓名权、名称权，名誉权、荣誉权、受到侵害的有权要求停止侵害，恢复名誉，消除影响，赔礼道歉，并可以要求赔偿损失。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条