权证定价

我国认股权证定价的研究与应用

A Study and Application of Warrant Pricing in China

用Black-Scholes模型对权证定价的实证分析

A Demonstrational Analysis on Warrant Pricing by Using Black-Scholes Model

RBF神经网络在认股权证定价中的应用研究

The Application of RBF Neural Network in the Pricing of Warrants

应用基于BP神经网络的权证定价方法可以缩小对权证价格预测的误差。

Therefore , the pricing method based on BP Neural Network can reduce the price deviation in the forecast .

权证定价中基于GARCH模型族的波动率研究

A Study of Volatility in Warrants Pricing Based on GARCH Family Models

基于带常数项与趋势项的O-U过程的权证定价

Option Pricing Based on the O-U Process with Trend and Constant

本文将在权证定价分析的框架内，重点评述SV模型的参数估计方法，并从理论和实证的角度对它们的优点和不足进行简要评介和比较。

In this paper , we analysis the main estimators of the parameters and the volatility of univariate SV models under the framework of warrant pricing .

KBS模型下的Delta值相对其他模型较小，在运用避险参数对冲风险时，基于同一主体的多种认股权证定价模型较其他定价模型更准确。

Because the value of hedge parameter Delta in KBS pricing model is relatively smaller , the multiple warrants pricing model based on the same body is more accurate than other single warrant models when using hedge parameters to avoid risks .

为了说明基于同一主体多种认股权证定价公式的优越性，本文分别从稀释因子和避险参数两方面比较了KBS公式，GBS公式以及B-S公式。

In order to show the advantages of multiple warrants pricing model , this paper compared the KBS model to the GBE and BS models from two aspects this is , dilutions factors and hedge parameters respectively .

风险中性定价下的权证定价模型

The pricing model of warrants by using risk - neutral method

基于最优动态利率模型的认股权证定价研究

Research on warrant pricing based on optimal dynamical interest rate model

基于随机波动率假设的权证定价理论评述

The Review of Warrant Pricing Theory based on the Stochastic Volatility

欧美式认股权证定价模型研究及实证分析

Pricing Model for Europe and the United States Warrants and Empirical Research

变执行价格认股权证定价研究

Study on the Value of Warrant with Variable Strike Price

股权分置改革中的公司认股证定价探讨&以长电权证定价为例

On Warrant Pricing For Companies Undergoing Non-tradable Share Reform

认购权证定价模型的实证研究。

Empirically study the call warrant pricing model .

考虑股本稀释效应的认股权证定价模型

Modeling the Warrants Taking Dilution Effect into Consideration

基于分数布朗运动和跳过程的股本权证定价模型

The Pricing Model of Equity Warrants Based on Fractional Brownian Motion and Jump Process

基于分数布朗运动的几何平均亚式期权定价模型及其在权证定价中的应用

Geometric Average Asian Options Pricing Model Based on Fraction Brownian Motion and Its Empirical Study

基于多分形波动率测度的权证定价方法研究

Warrant Pricing Based on Multifractal Volatility Measurement

认股权证定价模型与泡沫度分析

Pricing Warrant and Bubbles Analysis

这对指导权证定价和规范权证市场有着重要的现实意义。

So I think these researches in Option market have great practical meaning in leading Option Pricing and monitoring our Option market .

第2章深入分析了已有的权证定价模型的构建背景及权证避险的动态与静态策略，为构建均价型重设认购权证模型提供了理论准备；

In the second section , we analyze the constructing background of the pricing model and the dynamic strategy and static strategy , which provide the theory for constructing average-style reset call options .

此模型可以避免传统随机微分方程中偏微分方程的繁琐求解过程及无封闭解的情况，方法简明易于操作，对认股权证定价理论的发展具有重要意义。

This model avoids the complicated solving process and the situation of no closed form solution of the partial differential equation in traditional stochastic differential equation . It will benefit the warranting pricing theory .

随后，还对创设机制对权证定价效率的影响进行了实证分析，发现当前的创设机制并未显著提高权证定价效率。

Afterwords , this article has made an empirical analysis of influence on pricing efficiency from the Establishment Mechanism . It discovered that the Establishment Mechanism do not improve the pricing efficiency of warrants .

结果表明，虽然存在一些的偏差，但是以Black-Scholes定价模型和二项式定价模型对于沪深两市权证的定价是具有一定的有效性的。

Finally , we get the conclusion that Black-Scholes pricing-model and Binomial pricing-model are some effective .

本文选用了Black-Scholes模型、二叉树模型和蒙特卡罗模拟模型对我国认股权证的定价为进行实证研究，希望能够找出一个适用于我国权证市场的定价模型。

In this paper , we use Black-Scholes model , binary tree model and Montel-Carlo model to do some empirical researches in the warrants market .

均价型重设认购权证的定价与避险研究

A Study of Pricing Model and Hedging Strategy of Average-style Reset Call Options

认股权证的定价因素

The pricing factors of warrants

具有稀释效应的连续支付红利的欧式认股权证的定价模型

The Pricing Model of The European Warrants Which with Dilution Effect and the Dividend was Paid Continuously