underlying asset的例句大全

Its terminal payoff is not only connected with the price of underlying asset on the expiration date, but also depends on average price over a part or the whole of the life of the options.

其到期收益不仅与期权到期日的标的资产价格有关，而且还依赖期权合同期内标的资产在某段时间内或整个合同期内的平均价格。

After sensitivity analysis of the product, we found that the price volatility of underlying asset have a greater impact on the option value embedded in the structural deposits.

对产品进行敏感性分析，发现挂钩标的资产价格的波动对结构性存款中内嵌的期权价值有较大影响。

This paper studies the binomial tree methods and convergence of Asian option when the underlying asset in a market which follows a jump diffusion model.

本文研究当市场中标的资产的价格过程服从跳扩散模型时的亚式期权二叉树方法及其收敛性。

Stochastic life contingent claim with the underlying asset obeying jump-diffusion process

标的资产价格服从跳&扩散过程的具有随机寿命的未定权益定价

Currency rate fluctuations can adversely affect the underlying asset value, also affecting the structured product price.

币兑换率的波动可对相关资产的价值造成负面影响，连带影响结构性产品的价格。

A derivative is a financial instrument whose payoff depends on an underlying asset, such as a stock or a future contract.

衍生品是一种金融工具，它们的到期日的损益依赖于基础资产，其基础资产可以是股票，股票指数，期货，利率等。

methods by changing basic assumption of black-scholes option pricing model, utilize the partial differential equation to study underlying asset pricing process which is mixed process.

方法改变Black-Scholes期权定价模型的基本假设，运用随机微分方程研究标的资产服从混合过程的期权定价。

trinomial model of single underlying asset option pricing

单资产期权定价的三项式模型

If the underlying asset value follow the jump diffusion process with two-sided exponentially distributed jump, we obtain the conditional default arrival rate and the exact limit fo credit default swap price at the short end of the term structure.

对标的资产价值服从双指数跳扩散模型，得到了条件违约风险率和信用违约互换的短期价格极限。

According to the theory of replicating portfolio, one replicating portfolio for bond prone to default contains a long position in the default-free asset plus a short position in a put position on the underlying assets.

根据证券组合的原理，一个有违约倾向的债券的复制组合包括一个无违约风险资产和一个看跌期权的空头。

an important premise of the original b-s model is that the volatility of underlying asset price is constant relative to the exercise price.

经典的B-S模型成立的一个重要前提是假设期权标的资产价格的波动率相对于执行价格来说是不变的。

principal and interest payments received from the underlying amortization loan are passed through to the investors. owing to the stable cash flow, easy operation and low risk, residential mortgage-backed securities were created as the breakthrough of the asset backed securitization in a list of countries.

住房抵押贷款证券化是以住房抵押贷款为基础资产，以借款人分期偿还贷款所形成的稳定现金流作为支撑，具有易操作，风险低等特点，所以在各国都被作为资产证券化的突破口。

The multi-asset variance methodology is used to ? analyze price formation of 50 ETF and its underlying component stocks.

本文采用多资产方差分解法分析50ETF与标的成份股的价格形成过程.