期权策略

亚洲投资者在对冲基金中基金（hedgefundoffunds）方面也起步较早，而且他们在政府债券产品上一直处于领先地位，比如外汇期权策略等。

Asian investors were also early in hedge fund of funds and they have been ahead of the curve on treasury products , such as FX option strategies .

日历差套期策略和单一期权策略的数学分析

Mathematical Analysis on Calendar Spreads and Naked Options Strategies

这个机会来自于RampartInvestmentManagement。它是一家美国的期权策略专业公司，正在与野村信托银行（NomuraTrustandBanking）合作推出一个期权项目。

The opportunity comes via Rampart Investment Management , a US-based options strategy specialist , which is launching an options programme in association with Nomura Trust and Banking .

本文所研究的投资组合保险策略包括止损策略，复制期权策略，CPPI策略，TIPP策略，同时选择买入持有策略作为参照基准。

In this paper , our subject portfolio insurance strategies contain stop loss strategy , synthetic put strategy , CPPI strategy and TIPP strategy .

水平价差期权策略的一种，投资者同时买入及卖出两种同类型、行使价格相同但到期日不同的期权。

Horizontal spread an options strategy involving the simultaneous purchase and sale of two options of the same type , having the same strike price , but different expiration dates .

基于波动率指数的期权对冲策略研究

An option hedging strategy based on volatility index

企业融资风险的期权控制策略

Option Control Strategy of Enterprise 's Financing Risk

关于亚式期权投资策略的研究

A Study of Asian Option Investment Policies

期权交易策略的构造与运用

Construction of Options Trading Policy and Application

越来越多的投资者希望通过期权投资策略进行套期保值。

Investors expect to avoid the financial risk by the option investments ' strategy , and then achieve the tuition of hedging .

许多专家觉得，在管理着数十亿资产的情况下，马多夫自称采用的期权交易策略不可能创造出这样的回报。为什么专业人士和私人投资者都上了当？

Many experts felt the options trading strategy he claimed to pursue could not have generated such returns with so many billions under management . Why were professional as well as private investors taken in ?

委托代理框架下实物期权最优投资策略研究

Research on optimal investment tactics of real option under trust-agent conditions

基于突发事件的供应链期权契约协调策略研究

Research on Supply Chain Coordination under Disruption with Option Contract

在金融市场发育尚不完善的我国，引入期权及其交易策略是可行的。

Introducing option and option tactics is passable at present .

最后，讨论期权套期保值策略。

We also discuss hedging strategy of option .

基于鲁棒控制的期权套期保值策略

Option Hedging Strategy Based on Robust Control

电力改革中发电企业期权博弈投资策略研究（英文）

Study on option game strategy of investment for power enterprises in power system reform ;

然后，在不完全信息条件下，重点研究了占优型实物期权博弈均衡策略。

And then , under the condition of incomplete information , the equilibrium strategies in the privileged real option game have been specially investigated .

在投资策略的选择上应该采取分阶段投资和期权投资等策略，才能成功实现控制风险下的收益最大化。

The investment bank in our country should adopt many stage investment and option theory , to succeed in maximize the income under the realizing controlling risk .

由于现实中存在信息不对称、市场需求不确定、运力的易逝性和空箱需要及时调运等诸多问题，如何优化货运代理的期权合同订购策略具有较强的理论价值。

Because there are some problems such as asymmetric information , market demand uncertainty , capacities ' perishables and empty container repositioning , optimization of freight forwarding option contract ordering policy has a strong theoretical value .

服务能力的协调中，考虑了包含一个港口企业和一个物流服务商的两级服务供应链系统，提出了基于期权契约协调策略的物流服务能力订购与投资的协调机制。

In the coordination of the service capabilities models , the paper first considers two-level service supply chain system consisting of a port enterprise and a logistics service provider , and proposes a coordination mechanism of logistics service capability order and investment based on option contract coordination strategy .

欧式期权两种投资策略的比较

Comparison with Two Investment Strategies of European Options

一种亚式期权的套期保值策略

The hedging strategy of an Asian option

讨论了同时使用期货与期权的套期保值策略。

In this paper , the authorrs discuss a hedging strategy involving future and option simultaneously .

随着实物期权理论在研发策略研究中的不断深入，研发的策略互动特征对于企业正确选择研发投资策略的意义凸显。

As the further development of real option theory in the study of develop strategies , the interactive features of development is more important for the right development choice of enterprises .

从建立监督机制、完善相关立法、改善公司治理结构和完善资本市场等四个方面提出了我国经理股票期权制度建设的策略。

From the establishment of oversight mechanisms , improvement of the relevant legislation , the corporate governance structure and the capital market in China has put forward four ESO system building strategy .

将风险投资领域的分阶段投资策略引入到IT项目的风险管理中，对IT项目的风险规避模式进行了设计，并应用实物期权理论对分阶段策略规避风险的有效性进行了分析。

Risk management of IT project is a challenging work . An analysis is presented on the value of staging the IT project development process to hedge risks based on real option theory .

针对基本资产不可交易问题，本文采用e-套利定价原理，运用随机动态规划方法，在离散和连续情况下得到对冲实物期权风险的最优策略，并在此基础上得到实物期权的近似定价。

As for the issues of non-traded assets , applying the approach of stochastic dynamic programming , and under the principle of No-Arbitrage , we obtain optimal strategy to hedge the real option in discrete and continuous conditions .

我们在市场是完全的情况下，对于只含有债券和股票的二元市场，给出了复制期权的自融资策略，根据无套利假设得到有交易费用及税收的欧式期权的定价。

For the binomial market containing only stocks and bonds , presuming that the market is complete , we put forward a self-financing strategy replicating the given contingent claim and obtain the pricing of the European option with transaction costs and taxes under the hypothesis of no-arbitrage .

通过研究企业在进行投资决策时如何运用实物期权这种柔性投资策略，准确计算投资项目价值，有效管理风险，可以为企业在投资分析实践中运用实物期权和管理期权提供借鉴。

This paper is the study on how to applying flexible investment tactics of real options and calculating accurately the value of the investment project and implementation of effective management . It is expected to offer valuable suggestions for the enterprises to applying real options and management option .