1) subscription warrant (vs derivative warrant)
股本权证(相对于衍生权证)
3) equity warrants
股本权证
1.
Multi-factors pricing model of European equity warrants based on B-S Formula
基于B-S公式的欧式股本权证多因素定价模型
2.
Considering the memories and long-range dependence of asset prices in financial markets,and the huge price fluctuations,this paper constructs warrants pricing model under Fractional Brownian motion and jump process,deduces the European warrants pricing formula first,then gets the equity warrants pricing formula,last extends it to cover equity warrants on a stock providing dividends.
考虑到金融市场中资产价格具有的记忆性和长期相关性,模型假设股本权证标的资产价格服从分数布朗运动过程;并考虑到市场存在不确定因素而引起的价格巨大的波动,在模型中又引入了一个跳过程。
4) equity warrant
股本权证
1.
Model and Solution for Pricing after the Issuing of Equity Warrant
股本权证发行后的定价与模型求解
5) derivative warrants
衍生权证
1.
The paper discusses the advantages and disadvantages of different modes of the derivative warrants and stock options from the global point of view and it suggests that China should mainly adopt stock options as its choice in developing security market.
文章从全球视野出发,总结衍生权证与股票期权等市场模式的发展情况和优缺点,并在此基础上,提出了我国股票权证市场应当选择股票期权为主的发展模式等相关建议。
2.
Therefore,three major structured products in Hong Kong derivative market,structured notes,CBBC and Derivative warrants are studied as examples in this paper.
本文以香港衍生品市场上三种主要结构性产品结构性票据、牛熊证和衍生权证为例,探讨了结构性产品的设计、特点、风险和定价,以现代期权定价理论为基础,以B-S和Merton两种期权定价为基础,根据市场价格经过校验得出模型隐含的参数,编程计算出两种定价模型下的理论价格,并将其实际价格和理论价格进行了比较,结果显示:Merton定价模型的效果要优于Black-scholes定价模型,说明香港市场的股票价格也可能受即时信息的影响,存在跳跃现象。
6) Derivative Call
衍生认购(认沽)认股权证
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