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
- This paper mainly discusses the option risk problem, the strategy used to hedge the portfolio by means of the index put option, and the conditions under which the strategy is adopted.
讨论了期权的风险问题及利用股票指数如何进行套期保值的策略,同时还讨论了利用股票指数进行套期保值可实施的条件。 - 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。 - If this institution bought a put option on a debt security, it would be clearly hedging.
如果这个机构买入债务证券的卖出期权,显然是进行套作保值。 - Bear spread constructed by the sale of a put option and the simultaneous purchase of another put option with the same expiration, whereby the short put has a lower strike price than the long put.
是指投资者卖出一个执行价格较低的看跌期权,同时买入一个执行价格较高的看跌期权,也称为卖权空头价差(交易)。 - If core competence is viewed as a put option, we can use Option Pricing Theory to assess it.
如果把核心能力视作一个看跌期权,我们可以应用期权定价公式对核心能力进行评估。 - The optimal exercise price of the American put option
美式看跌期权的最佳执行价格 - The main contents of the Circular include: firstly, two categories of risk reversal portfolio business, including foreign exchange put option and foreign exchange call option are introduced;
《通知》主要内容包括:一是推出外汇看跌和外汇看涨两类风险逆转期权组合业务; - 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。 - In this paper, assume that interest is stochastic, using martingale method, we deal with pricing formula of European contingent claim on foreign currency, and obtain price of European call and put option.
在随机利率情形下,利用鞅方法给出外汇欧式未定权益定价公式,得到了欧式看涨期权和看跌期权价格解析表达式及平价关系; - Ruin Analysis for Erlang ( 2) Risk Process and American Put Option
Erlang(2)过程的风险分析与美式看跌期权