衍生证券

在金融统计中，Black-Scholes期权定价模型的一般衍生证券的推广是当代金融统计的重要问题。

In financial statistics , Black-Scholes option pricing model to promote the general derivative securities is the important issue of modern financial statistics .

资产证券化（Asset-backedSecuritization，ABS）是衍生证券技术和金融工程技术相结合的产物，20世纪70年代在美国开始兴起，90年代呈现出迅猛发展的态势。

Asset-Backed Securitization ( ABS ), a combination of the technologies in both derivative securities and financial engineering , began to rise in the United States in 1970s , and the 1990s has seen the trend of its rapid development .

复合打包型衍生证券&日本newwave基金的定价研究

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

有限状态Q过程积分分布及在衍生证券定价中的应用

Distribution of Q Process Integral and its Application in the Black and Scholes Equation

基于机群的并行MonteCarlo仿真平台用于金融衍生证券定价

Simulation of Financial Derivatives Pricing Using Parallel Monte Carlo Platform Based on PC Clusters

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。

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

在所有的衍生证券定价中，期权定价的研究最为广泛，早在1973年，Black和Scholes就建立了著名的期权定价模型&Black-Scholes模型。

Among all the pricing systems , the investigation of option pricing is most extensive , Early in 1973 , Fischer Black and Myron Scholes proposed a famous option pricing model-Black-Scholes model [ 1 ] .

建立简单的衍生证券投资组合模型，利用HJB方程，讨论了在一定假设条件下衍生证券最优投资问题，得到相关投资策略与无风险投资收益率及风险投资期望收益率之间定量关系。

The simple portfolio investment model is given , with the HJB equation . The optimal portfolio investment problem is discussed under some given supposition , the quantitative relations are gotten between the investment strategies and riskless investment income rate and risk investment income rate are gotten .

三叉树模型下欧氏衍生证券的风险度量

Risk Measure for European Derivative Securities Under Multiplicative Triple Tree Model

依赖于2个状态变量的衍生证券的数值解法

The numerical solution of derivative security depend on two state variables

基于主成份分析思想的金融衍生证券定价伪蒙特卡罗模拟改进技术

Quasi-Monte Carlo Method for Financial Derivatives Securities Based on Principal Component Analysis

许多衍生证券可表现为若干期权合约的组合形式；

Many derivative securities appear in the form of option .

该方法简单，即使在不完备市场，也可以比较容易的定价衍生证券。

This method is sample and even could use in incomplete markets .

金融衍生证券定价数值估计的理论分析

Theoretical Analysis of the Numerical Estimation Methods for Pricing Financial Derivative Securities

风险中性分析及其在衍生证券定价中的应用

Risk-Neutral Analysis and Its Application in Pricing on Derivative Securities

本文对衍生证券的定价理论进行了论述。

This paper summarizes the pricing theory of derivative securities .

综述了现有的利率衍生证券定价模型。

Summarizing the existing models of pricing interest rate derivatives .

股票衍生证券定价模型的研究

Study on the pricing model of stock derivative security

基于金融衍生证券的供应链价格协调机制分析

Analysis on Pricing Coordination Mechanism in Supply Chain Based on Financial Derivative Instruments

金融衍生证券定价理论进展评述

Review of Advances in Financial Derivative Security Pricing Theory

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。

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

利率衍生证券定价研究

Study on Pricing of Interest Rate Derivative Securities

具有偿付约束的衍生证券市场均衡存在性

Existence of equilibrium of derivative markets with solvency

金融衍生证券定价的随机分析基础

Stochastic Analysis Foundation for Pricing Financial Derivative Securities

关于美式衍生证券定价的数值分析方法的分析与评述

Analysis and Review on Recent Advances in Numerical Methods for Pricing American Style Derivative Securities

金融衍生证券的市场风险控制

Market risk control of financial derivatives

投资组合与衍生证券定价

Investment Portfolio and Pricing of Derivatives

对利率衍生证券定价模型的研究很多，基本都是从某一方面进行的研究，很少有文献进行综合评价。

There are many studies on the pricing from certain way and seldom provide the comprehensive evaluating .

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。

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

另外，期权作为衍生证券、金融工具的建筑砌块，期权定价的重要性无论怎样强调都不过分。

Therefore , the importance of the option valuation in derivative securities and financial mathematics has never been overestimated .