Swaption

基本解释掉期期权,互换期权

网络释义

1)Swaption,掉期期权;互换期权2)exchange option,交换期权3)option to switch,转换期权4)switching options,转换型期权5)convertible option,可转换期权6)power exchange option,幂交换期权

用法和例句

Insurance actuarial,pricing of exchange options with time-dependent parameters;

相依于时间的交换期权的保险精算定价

The pricing formula of the geometric Asian exchange option related with exchange rate;

与汇率相关的几何平均亚式交换期权定价公式

Valuation of exchange options in jump-diffusion models;

跳扩散模型中交换期权的定价

We can identify the option to switch from it and apply it to an example.

使用实物期权方法对装备生产进行分析,识别出装备生产所具有的转换期权特性并应用于实例。

we talk about the pricing of power exchange option with counter-party risk in thisthesis.

本文主要讨论含交易方违约风险的幂交换期权定价。

The Study of Reload Option and General Exchange Option Pricing;

再装期权和广义交换期权的定价问题研究

New Method to Pricing on Option to Exchange One Asset to Another-An Actuarial Approach;

交换期权定价的新方法—保险精算方法

A Study on Option Pricing with a Kind of Exchange Option and a Kind of Stochastic Interest Rates;

一类交换期权和一类随机利率期权定价问题的研究

Actuarial pricing approach to Europe option and exchange option under stochastic interest rates and O-U process

欧式期权和交换期权在随机利率及O-U过程下的精算定价方法

The pricing formula of the geometric Asian exchange option related with exchange rate;

与汇率相关的几何平均亚式交换期权定价公式

Option to Exchange One Asset for Another and the Performance Incentive Fee of Our Country s Investment Funds;

交换期权与我国投资基金业绩报酬的价值

The Exchange Option of Pricing Underlying Asset Price Submitted to the Geometric Fractional Brownian Motion;

标的资产价格服从几何分数布朗运动的交换期权定价

Option Pricing Model of Exchange One Asset for Another When Underlying Asset Processes Are Jump-Diffusion Processes;

股票价格服从跳扩散过程的资产交换期权定价模型

Design Business Accounting of Non-money Property Transaction Exchanging Long-term share Rigid Investment;

非货币性资产交易核算换入长期股权投资设计

deferred swap accrual date

延迟互换交易权责日

FOX [Futures and Options Exchange]

期货和期权交易所[

DTB Deutsche Terminborse

德国期权及期货交易所

options on futures contract

期货合约的期权交易

Option Pricing by Esscher Transforms;

期权定价的Esscher变换方法

weighted aggregate ages of entitlement

换地权益的加权累积期龄

R [option not traded]

没有进行交易的期权[

SEHK traded option

在联交所买卖的期权

So that's the essence of it.

这就是期权交易的实质。

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