國文屋

位置:首頁 > 造句 > 

“contingent claim”造句,怎麼用contingent claim造句

造句3.4W

In this paper we obtain a formula of debt valuation by contingent claims analysis method, and discuss the effect of corporate debt valuation in pure conglomerate mergers.

contingent claim造句

This chapter models the value of investment project as geometric Brownian motion and uses contingent claim for the valuation.

The quanto option is a contingent claim whose investor has to consider to avoid the risk from both the foreign stock price and exchange rate simultaneously.

The pricing formula and hedging strategy of European Future contingent claim are obtained by back ward stochastic different equation and martingale method.

Under stochastic interest rate, the pricing problem on contingent claim on dividend paying stock was discussed.