Derivative Security

The numerical solution of derivative security depend on two state variables

依赖于2个状态变量的衍生证券的数值解法

The Study of Compound and Packed Derivative Security & Japanese New Wave Fund Pricing

复合打包型衍生证券&日本newwave基金的定价研究

General Pricing Model of Derivative Security and It 's Application

衍生工具的一般定价模型及其应用

Study on the pricing model of stock derivative security

股票衍生证券定价模型的研究

Review of Advances in Financial Derivative Security Pricing Theory

金融衍生证券定价理论进展评述

First , we derived the differential equation that the derivative security should satisfy .

首先推导出这种衍生证券价格应满足的微分方程，然后把它用于随机利率的债券定价。

Financial Derivative Security : Risk Prevention and Deletion

金融衍生工具的风险防范与化解策略

They belong to both a kind of fixed income security and a kind of derivative security .

它既属于固定收益证券，又属于股票的衍生产品。

In this paper the models , methods and algorithm of minimum risk of price difference in the derivative security market are discussed .

本文讨论了跨期套利交易的价差风险极小化模型、方法和算法。

In recent 20 years , the development of financial derivative security markets becomes the most remarkable and the most importance characteristic .

近20年来，金融衍生产品市场迅速发展成为国际金融市场最显著，最重要的特征之一。

Financial derivative security , basic tools employed by financial engineering , refers to financial products whose value relies on underlying asset .

金融衍生工具是指其价值依赖于标的资产的一类金融产品。

In this paper , we mainly discuss the derivative security pricing problem for the untradable underlying assert .

作者主要讨论了标的资产为不可交易情形下衍生证券的定价问题。

The spreading trade , including hedging and the arbitraging , is the important and safe operations in derivative security market .

对冲交易包括套期保值和跨期套利，是金融衍生商品交易市场中非常重要且较为安全的交易方式。

Based on the Black-Scholes model , the model , method and algorithm of minimum risk for spreading trade in derivative security market are given in this paper .

本文在Black-Scholes模型的基础上给出了对冲交易风险极小化模型、方法和算法。

In the 21 Century , Chinese financial markets will open to foreign investor . It is not to avoid to develop Chinese financial derivative security markets .

迈入21世纪的中国，随着加入WTO日益临近，其金融市场的对外开放不可避免，设立与发展中国的金融衍生产品市场已是大势所趋。

Based on the Black and Scholes 's Option pricing theory , it has the differential equation the derivative security mast be according with .

基于Black和Scholes关于期权定价的理论，可以得到衍生证券价格必须满足的微分方程。

When the market is complete , the present value of any derivative security is equivalent to mathematical expectation of its underlying profit discount value under equivalent martingale measurement .

当市场是完备时，任意衍生证券的现值等于该证券未来收益折现值在等价鞅测度下的数学期望。

Base on this distribution model , the article infers the differential equation of derivative security whose basic stock 's distribution is mixed process , the pricing model of European Call Option .

基于这个分布模型，在第四章文章进而推出了标的股票价格服从混合分布的衍生证券价格所服从的偏微分方程。

T his article analyses the relationship of financial derivative security and price mechanism and scale of capital formation with a model . Some proposals are made on the development of Chinese derivative security market .

文章通过建立模型，从而分析了金融衍生商品与资本价格形成机制和资本规模之间的关系，并据此对我国发展金融衍生商品市场提出了一些建议。

The purchase or sale of a derivative security ( such as options or futures ) in order to reduce or neutralize all or some portion of the risk of holding another security .

指买入或卖出一种衍生证券（期权或期货）对冲部分或全部所持其它证券风险的行为。

As the convertible bond is a complex derivative security , it is divided into option part and debt part . And in the paper , it uses the fixed-income securities pricing theory and option pricing theory to price the convertible bond .

由于可转换债券是一种复杂衍生证券，本文将可转换债券价值分为期权部分和债权部分，所以采用了固定收益债券定价理论和期权定价理论为可转换债券定价。