put option
英 [pʊt ˈɒpʃn]
美 [pʊt ˈɑːpʃn]
网络 看跌期權; 看跌; 看跌期权; 卖出期权; 卖权
英英释义
noun
- the option to sell a given stock (or stock index or commodity future) at a given price before a given date
- an option to sell
双语例句
- Under the hypothesis of continuous dividend, if the continuous dividend rate is p, and regular payment dividend, we get European call and put option pricing formula and their parity.
在假定支付连续的红利率和定期支付的条件下,得到了两种情况下欧式看涨期权与看跌期权的定价公式及其它们之间的平价公式。 - In the second chapter, we study the relevant option pricing theories based on the stochastic interest rates under the stock dividends payments, which finally leads to the call option pricing model, the put option pricing model and the compound option pricing model.
第二章研究了随机利率情形下、股票支付红利时期权定价的相关问题,并推导出了看涨、看跌和各种复合期权的定价模型。 - The American put valuation problem is very important and complicated in the Option Pricing Theory ( OPT), and so far the appropriate continuous-time pricing model and compact valuation formula for the American put option have not been found.
在期权定价理论中,美氏卖权定价问题是相当重要又是相当复杂的,迄今还未找到恰当的美氏卖权连续时间定价模型和紧凑的定价公式。 - The pricing models of gap options are studied, and the pricing formulas of the European gap options under risk-neutral valuation are given. It is shown that there is no put-call parity ralation between gap call option and put option.
讨论缺口期权的定价模型,利用风险中性估值原理给出欧式缺口期权的定价公式,并说明了欧式缺口看涨和看跌期权之间不存在平价关系。 - The pricing problem of the American Put Option and volatility estimate are currently studied as two of the important items in the option pricing theory.
美式看跌期权定价和波动率估计是期权定价理论中的两个重要问题。 - The optimal exercise price of the American put option
美式看跌期权的最佳执行价格 - The author reviews the research papers relating to annuity investment in western countries and comes to the conclusion that neither the arbitrage model nor the profit guarantee put option could explain the reality.
本文回顾了西方养老基金投资领域的研究文献,无论是税收套利模型还是对养老金收益担保公司的看跌期权模型,都不能解释现实。 - The Valuation Formulas of Reset Put Option with Credit Risk
带有信用风险的重设卖出期权的定价公式 - The act of purchasing an "in the money" put option so that the buyer can capitalize on a bear market by effectively shorting a stock without waiting for an uptick.
买入价内看跌期权,买方因此可卖空相关股份,从而可以在熊市里无需等待股价回升而获利。 - The article detailedly researches the characters of the American option and the principle of forming its value, and offers a new, very fast and accurate numerical pricing method of the American put option& "FFT" method.
本文深入剖析了美式期权特点及其价值形成机理,提出了一种新的快速的高精度的美式看跌期权定价的数值方法&快速傅里叶变换法。
