1) interest rate parity
利率平价关系
1.
Model of exchange rate based on interest rate parity;
基于利率平价关系的汇率模型
2) interest rate parity
利率平价
1.
Analysis of the interest rate parity theory and its application in the finance market of China;
我国金融市场中利率平价理论的分析和运用
2.
The Study on the Forward Exchange Rate of CNY Based on Interest Rate Parity Theory;
基于利率平价理论的人民币远期汇率研究
3) Put-Call parity
平价关系
1.
Pricing of European power options in multidimensional fractional Brown motion environment was investigated in the paper,pricing formulas about two kinds of European power options were obtained by using risk-neurtral valuation pricing formula,and last,the Put-Call parity for the power options was presented.
本文主要讨论了标的资产受多个分数布朗运动影响的欧式幂期权定价问题:基于风险中性概率测度,给出了在有红利支付且无风险利率及红利率为非随机函数的情况下的两类欧式幂期权定价公式,并分别求出了涨跌欧式幂期权的平价关系。
2.
Pricing formula of European contingent claims is derived and put-call parity is analyzed.
假设利率是随机的且风险资产的价格过程服从跳-扩散过程的情况下,研究了欧式期权定价问题,得到了欧式看涨期权和看跌期权定价公式及平价关系。
3.
Besides,the Put-Call parity for European power options was presented.
该文考虑了利率和标的资产价格的随机性和均值回复行为,把扩展的Vasick模型和分数O-U过程进行组合,在随机利率环境下,研究了标的资产价格服从分数O-U过程的两类欧式幂期权定价问题,得到相应的定价公式,并给出了欧式幂期权的看涨-看跌平价关系。
4) interest rate and exchange rate parity mechanism
利率汇率平价
5) interest rate parity model(IRP)
利率平价模型
1.
In fully effective financial market, mutual connection among interest rate, exchange rate and international capital flow forms a self*Mequilibrium system embodied by interest rate parity model(IRP).
在充分有效的金融市场条件下 ,利率、汇率与国际资本流动三者间的互动关系形成一种自平衡机制 ,而利率平价模型就是该种机制的抽象体现。
6) Interest rate parity theory
利率平价理论
1.
To provide some references for the reform in exchange rate of RMB,exchange rate of RMB is analyzed using the principles of the interest rate parity theory.
文中通过利率平价理论对我国的人民币汇率进行分析,探讨利率平价理论在人民币和美元之间是否适用,同时找出影响这种适用性的各种因素,从而为我国人民币汇率的改革提供一点参考。
补充资料:看涨——看跌期权平价关系
看涨——看跌期权平价关系
看涨期权和以r投资的现金X,D包括一个看表所示:跌期权和一股股票。两个投资组合的价值如下 投资组合C和D:美式粉涨—肴跌期权定价关系┌────┬───┬───────┬──────────┐│投资组合│时点0 │ 时点·t │时点T ││ │ │(如期权被执行)├───┬──────┤│ │ │ │Sr
说明:补充资料仅用于学习参考,请勿用于其它任何用途。
参考词条