结果:找到“a put option”相关内容45个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
期货与期权市场基本原理( 第9版)约翰·赫尔 课后习题答案
0 个回复 - 2198 次查看 图书封面 习题答案 PracticeQuestions Problem1.8.Suppose you own 5,000 shares that areworth $25 each. How can put options be used to provide you with insuranceagainst a decline in the value of you ...2021-9-27 15:56 - zht505540914 - 现金交易版
免費 Option Pricing - Mathematical Models and Computation
13 个回复 - 3626 次查看 Option Pricing: Mathematical Models and Computation by Paul Wilmott[/url](Author) , etc. (Author) , Jeff Dewynne (Author) This book is excelent. Style is very practical, very readable. Not o ...2013-10-13 23:31 - martinnyj - 金融学(理论版)
看涨看跌期权的套利关系详解证明Arbitrage Relationships for Call and Put Option
1 个回复 - 2411 次查看 看涨看跌期权的套利关系详解证明 Arbitrage Relationships for Call and Put Option: Explained, Proof, and Exercises GOOD !!2018-10-9 22:17 - Jordan0219 - 金融学(理论版)
求助文献An Error of Collateral: Why Selling SPX Put Options May Not be Profitab
1 个回复 - 431 次查看 【作者(必填)】Efraim Berkovich and Yochanan Shachmurove 【文题(必填)】An Error of Collateral: Why Selling SPX Put Options May Not be Profitable 【年份(必填)】2013 【全文链接或数据库名称(选填) ...2018-10-16 11:11 - cooper56 - 求助成功区
Joint order and pricing decisions for fresh produce with put option contracts
1 个回复 - 471 次查看 【作者(必填)】Chong WangXu Chen 【文题(必填)】Joint order and pricing decisions for fresh produce with put option contracts 【年份(必填)】2018 【全文链接或数据库名称(选填)】2018-5-23 10:24 - hzquan1992 - 文献求助专区
A Gaussian approximation scheme for computation of option prices in stochastic v
1 个回复 - 509 次查看 【作者(必填)】Ai-ru (Meg)ChengaA. RonaldGallantbChuanshuJicBeom S.Lee 【文题(必填)】A Gaussian approximation scheme for computation of option prices in stochastic volatility models 【年份(必填)】 ...2017-10-21 08:02 - hnhs100 - 求助成功区
An Average-Strike Put Option Model of the Marketability, Discount 谢谢大家
1 个回复 - 1588 次查看 【作者(必填)】 finnerty 【文题(必填)】 An Average-Strike Put Option Model of the Marketability Discount 【年份(必填)】 2012 【全文链接或数据库名称(选填)】2017-9-8 00:45 - mingxc188 - 求助成功区
Put Option Exercise and Short Stock Interest Arbitrage
3 个回复 - 874 次查看 【作者(必填)】Kathryn Barraclough, Robert E. Whaley 【文题(必填)】Journal of Investment Management 【年份(必填)】2013 【全文链接或数据库名称(选填)】Journal of Investment Management2016-6-15 21:42 - lopemann - 文献求助专区
MODELLING RISK COORDINATION OF SUPPLY CHAINS WITH PUT OPTION CONTRACTS AND SELEC
1 个回复 - 685 次查看 【作者(必填)】Yi, HY 【文题(必填)】MODELLING RISK COORDINATION OF SUPPLY CHAINS WITH PUT OPTION CONTRACTS AND SELECTIVE RETURN POLICIES 【年份(必填)】2015 【全文链接或数据库名称(选填)】2015-10-19 21:05 - hzquan1992 - 文献求助专区
A review of factors that affect cloud computing adoption
6 个回复 - 941 次查看 【作者(必填)】Tripathi, Shailja; Jigeesh, Nasina 【文题(必填)】A review of factors that affect cloud computing adoption 【年份(必填)】October 2013 【全文链接或数据库名称(选填)】http://connectio ...2015-10-11 14:51 - kkxzq - 文献求助专区
Computational Methods for Option Pricing
6 个回复 - 1630 次查看 Computational Methods for Option Pricing (Frontiers in Applied Mathematics) Yves Achdou (Author), Olivier Pironneau (Author) Publication Date: July 1, 2005 | ISBN-10: 0898715733 | ISBN- ...2013-10-14 00:38 - martinnyj - 金融学(理论版)
求助-GWR4运行报错-Error: GWR computation was failed: optional tests and/or model
7 个回复 - 4415 次查看 运行gwr4 每次都出现如图情况 换了很多变量也不好使 不知道是什么原因 希望解惑 毕业论文着急用结果 感谢感谢2017-12-3 10:37 - 阮阮的火车 - 悬赏大厅
input语句与end= infile option
1 个回复 - 2455 次查看 data test; infile 'p:\data_code\file_a.txt' end=last firstobs=2; input x y z; if last then infile 'p:\data_code\file_b.txt' firstobs=2; input x y z; run; 两个数据 ...2016-6-13 16:08 - 麦弥 - SAS专版
FRM 二叉树模型 为什么it is never optimal to exercise an American put option?
9 个回复 - 2692 次查看 FRM 一级考试中 关于提前行权,二叉树模型中 为什么it is never optimal to exercise an American put option? 谢谢啦·~~~2015-4-6 17:03 - rongyang114 - CFA、CVA、FRM等金融考证论坛
Put option pricing--Longstaff
0 个回复 - 949 次查看 American put option classical method. by Longstaff2015-4-28 04:07 - wei777 - 金融学(理论版)
【求助】据说这是一道没人能做的出来的Put Option定价问题!
0 个回复 - 666 次查看 各位大牛,最近遇到一道非常非常难的Put Option定价问题,我想了好久都没想出来。。。希望论坛里的各位大牛能过来看看,交流交流也好。如果能做出来的话,重金答谢!!!跪谢!!!2015-4-8 00:27 - wh_wing - 爱问频道
credit spread option 到底怎么区分call和put
1 个回复 - 3031 次查看 A covered credit spread call consists of which of the following positions? A long position in the underlying asset and: A. short in a credit spread put. B. short in a credit spread call. C. the purch ...2015-3-31 23:20 - rzwd - Forum
Value of a put option to the risk-averse newsvendor
8 个回复 - 660 次查看 【作者(必填)】 Frank Chena & Mahmut Parlarb 【文题(必填)】 Value of a put option to the risk-averse newsvendor 【年份(必填)】 2007 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/ab ...2014-12-12 15:48 - jeaff - 求助成功区
Value of a put option to the risk-averse newsvendor
1 个回复 - 664 次查看 【作者(必填)】 Frank Chen & Mahmut Parlar 【文题(必填)】 Value of a put option to the risk-averse newsvendor【年份(必填)】 2007 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10 ...2014-12-12 15:46 - jeaff - 求助成功区
用binominal model 关于American put option的计算
1 个回复 - 3693 次查看 Use binomimal model, American put option, 60 day maturity, one day as the time-step, a continu-ously compounded risk free rate of 5% p.a. and volatility of 30%and initial stock price of $20 and st ...2014-5-20 12:32 - garfielddxc - 金融工程(数量金融)与金融衍生品
Put-call parity and the informational efficiency of the German DAX-index options
2 个回复 - 779 次查看 【作者(必填)】Stefan Mittnik, , Sascha Rieken 【文题(必填)】Put-call parity and the informational efficiency of the German DAX-index options market 【年份(必填)】 2000 【全文链接或数据库名称(选填 ...2014-3-10 14:11 - 迷途mitu - 求助成功区
The pricing of call and put options on foreign exchange
2 个回复 - 880 次查看 【作者(必填)】J. Orlin Grabbe* 【文题(必填)】The pricing of call and put options on foreign exchange 【年份(必填)】Journal of International Money and Finance Volume 2, Issue 3, December 1983, P ...2013-9-17 15:00 - ssylzz - 求助成功区
关于金融衍生品put&call option问题
0 个回复 - 3637 次查看 大家能帮忙看看吗?谢谢啦! Question 1 You observe the shares on ABC trading at $61.00. Call and put options on ABC shares are also trading. Each option contract is written over 1000 shares. A thre ...2013-9-11 08:54 - yn440506 - 金融学(理论版)
一道关于replicate payoff of put option 的题,有些不明白的地方,请高手解答~!
6 个回复 - 7162 次查看 有几个地方不是很明白,希望各位朋友能帮帮忙~! Consider a two-period binomial model.The stock price at time zero is $374.4. The up factor is equal to 1.25, the down factor is equal to 0.625. The ri ...2012-7-11 03:12 - bryansky - 爱问频道
Computing Option Price Sensitivities Using Homogeneity and Other Tricks
2 个回复 - 805 次查看 【作者(必填)】Oliver Reiss and Uwe Wystup 【文题(必填)】Computing Option Price Sensitivities Using Homogeneity and Other Tricks 【年份(必填)】2001 【期刊(必填)】Journal of Derivatives 【全文 ...2012-10-10 09:09 - summerye - 求助成功区
求助 Black-Scholes John Hull 第4版(清华)P 320 計算Theta put option 何以用252 天而不用365天!?請高人賜
3 个回复 - 3051 次查看 求助 Black-Scholes John Hull 第4版(清华)P 320 計算Theta put option 何以用252 天而不用365天!?請高人賜教。謝謝!另:1. 計算Delta , Gamma ,Vega,Theta,Rho 時, option 兌換率是10股option 始可兌1股正股時應如何 ...2008-4-19 17:59 - jackychan - 文献求助专区
[急求]关于call/put option的问题
10 个回复 - 10150 次查看 1.You just bought one XYZ August 50 call option contract for a premium of $4 per share. Assume the current stock price of XYZ is $51 and that you hold the option until the expiration date when ABC sto ...2012-5-10 23:48 - sp2003lsc - 金融学(理论版)
An easy computable upper bound for the price of an arithmetic Asian option
1 个回复 - 931 次查看 【作者(必填)】S. SimonM.J. GoovaertsJ. Dhaene 【文题(必填)】An easy computable upper bound for the price of an arithmetic Asian option 【年份(必填)】2000 【全文链接或数据库名称(选填)】http://w ...2012-1-31 18:54 - 迷途mitu - 求助成功区
Option pricing mathematical models and computation
8 个回复 - 2440 次查看 The author is Paul Wilmott.It is useful for me. :)2011-3-21 18:22 - edith_lee - 金融学(理论版)
为什么put option的价格会比call option贵?
8 个回复 - 14492 次查看 为了hedging,可以long in put option 或者short in call option。现在得出的Put option的价格要更贵,这是为什么呢?谁能给我个稍微详细点的答案,真的万谢啦。还有两天就考试了,很急啊,先谢谢大家!2011-1-23 01:18 - parallel_0_628 - 金融工程(数量金融)与金融衍生品
PUT OPTION STRATEGIES FOR SMARTER TRADING
9 个回复 - 1778 次查看 PUT OPTION STRATEGIES FOR SMARTER TRADING HOW TO PROTECT AND BUILD CAPITAL IN TURBULENT MARKETS Michael C. Thomsett CHAPTER 1: THE FLEXIBLE NATURE OF OPTIONS: RISKS FOR ALL LEVELS CHAPTER ...2010-12-17 19:18 - jmchen2001 - 金融学(理论版)
文献求助+Cloud computing adoption and usage in community colleges
2 个回复 - 1603 次查看 【题 名】:Cloud computing adoption and usage in community colleges 【作 者】: Tara S. Behrenda; EricN. Wiebeb; Jennifer E. Londonb; Emily C.Johnsonc 【期刊、会议、单位名称】:Behaviour& Informati ...2011-1-14 20:38 - xj198749 - 求助成功区
Put Option Strategies for Smarter Trading:
1 个回复 - 1945 次查看 Put Option Strategies for Smarter Trading: How to Protect and Build Capital in Turbulent Markets Options traders most commonly focus on calls: the right to purchase stock if prices rise. The 2008 sto ...2010-9-5 15:38 - cc06b - 金融学(理论版)
Computationial Methods for Option Pricing 经典教材
4 个回复 - 1492 次查看 很不错的书,Renaissance Tech的一个former executive推荐的。我有幸上过他的课听他推荐的。 关于Renaissance tech,可以参考:http://en.wikipedia.org/wiki/Renaissance_Technologies 神话般的一个对冲基金公司。 ...2010-8-31 00:29 - zsnjimmy - 金融学(理论版)
请问什么事out-of-the-money put options?
2 个回复 - 4606 次查看 请问什么事out-of-the-money put options?2009-2-19 05:28 - peijingda - 经济金融数学专区
[求助]1000大洋求巨灾权益卖权(Catastrophe Equity Put Option) 定价文章
2 个回复 - 3093 次查看 最好是近年台湾博、硕士论文。本人下不到啊,麻烦各位了!~~~另外还要近年巨灾损失统计数据,多多益善啊,必有重谢!Email: dixit@126.com [此贴子已经被作者于2007-11-17 10:42:52编辑过]2007-11-17 10:39 - 还珠楼主 - 文献求助专区