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
- American Put Option with Stochastic Financial Market Model
随机市场模型下美式看跌期权的定价 - The main contents of the Circular include: firstly, two categories of risk reversal portfolio business, including foreign exchange put option and foreign exchange call option are introduced;
《通知》主要内容包括:一是推出外汇看跌和外汇看涨两类风险逆转期权组合业务; - The path-dependent characteristic of American option results in it's pricing complexity and causes the pricing differences from American call option and put option.
美式期权的路径依赖特征导致了其定价的复杂性,并使得美式看涨、看跌期权之间的定价原理差异较大。 - Under the hypothesis of continuous dividend, if the continuous dividend rate is p, and regular payment dividend, we get European call and put option pricing formula and their parity.
在假定支付连续的红利率和定期支付的条件下,得到了两种情况下欧式看涨期权与看跌期权的定价公式及其它们之间的平价公式。 - The Research on Bidding Strategies of Generation Companies Based on American Put Option Contracts
基于美式看跌期权合同的发电商竞价策略研究 - In the second chapter, we study the relevant option pricing theories based on the stochastic interest rates under the stock dividends payments, which finally leads to the call option pricing model, the put option pricing model and the compound option pricing model.
第二章研究了随机利率情形下、股票支付红利时期权定价的相关问题,并推导出了看涨、看跌和各种复合期权的定价模型。 - 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。 - 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。 - Bear spread constructed by the sale of a put option and the simultaneous purchase of another put option with the same expiration, whereby the short put has a lower strike price than the long put.
是指投资者卖出一个执行价格较低的看跌期权,同时买入一个执行价格较高的看跌期权,也称为卖权空头价差(交易)。 - 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。