《Put Options》是2003年McGraw-Hill Trade出版的圖書,作者是Cohen, Jeffrey M.。
基本介紹
- 中文名:Put Options
- 作者:Cohen, Jeffrey M.
- 出版社:McGraw-Hill Trade
- ISBN:9780071416658
《Put Options》是2003年McGraw-Hill Trade出版的圖書,作者是Cohen, Jeffrey M.。
《Put Options》是2003年McGraw-Hill Trade出版的圖書,作者是Cohen, Jeffrey M.。內容簡介 This book offers a revolutionary program for dramatically improving your stock market performance while insuring against market freefalls. To...
put aside儲存 ; 儲蓄 ; 暫不考慮 ; 保留 put off拖延 ; 延期 ; 推延 ; 阻礙 put away放好 ; 儲存 ; 存好 ; 放置暫時不用 Long put買入認沽權 ; 買入看跌期權 ; 買入賣權 Put Options看跌期權 ; 賣方期權 ; 認沽期權 ;...
一般的股票期權是指一種衍生金融工具,它對應的“基礎資產”(underlying assets,或稱“標的物資產”)是股票,可以分為買入期權(call option)和賣出期權(put option)兩種,核心是期權的行權價。期權行權價大小決定了期權的內在價值...
芝加哥期權交易所先後推出了股票的買權(Call Options)和賣權(Put Options)都取得了成功。發展歷史 CBOE成立之初,只推出16個標的股票的買權(Call Options)契約。直到1977年6月3日才推出賣權(Put Options)。目的是為了避免賣權所...
選擇權,可以概分為“買權”(CALL Option)和“賣權”(Put Option)。國人在學習選擇權時,常在買權和賣權的買賣之間,因為術語繞口而產生學習上的障礙。在此建議大家在學習選擇權時多用原文,反倒較不易搞混。CALL,在英文中有“...
1.5 Futures Call and Put Options 1.5.1 Futures Contracts and Futures Prices 1.5.2 One-period Futures Market 1.5.3 Martingale Measure for a Futures Market 1.5.4 Absence of Arbitrage 1.5.5 One-period Spot/Futures Market...
4.4 牛市看跌期權價差(Bull Put Spread)4.5 深度實值牛市看跌期權價差(Deep ITM Bull Put Spread)4.6 賣出虛值看跌期權(Writing Out Of The Money Put Options)4.7 賣出現金擔保看跌期權(Cash Secured Put)……第5章 熊市...
1.2.1 European Call and Put Options 1.2.2 American Options 1.2.3 Other Exotic Options 1.3 Replicating Strategies 1.3.1 Replicating Self-Financing Portfolios 1.3.2 The Black-Scholes Partial Differential Equation 1.3...
THE LOWER LIMITS TO THE VALUE OF AMERICAN OPTIONS Floors Supporting American Call Options Market Forces Supporting the Hard Floor Market Forces Supporting the Soft Floor Floors Supporting American Put Options THE VALUE OF EARLY...
4.4 牛市看跌期權價差(BullPut Spread) 68 4.5 深度實值牛市看跌期權價差(Deep ITM BullPut Spread) 72 4.6 賣出虛值看跌期權(WritingOut Of The MoneyPutOptions) 77 4.7 賣出現金擔保看跌期權(CashSecured Put) 80 4....
一旦該交易策略中一邊的CALL權建立起來,保證金確定之後,假定另一邊的PUT權的虛值比例和波動率與CALL權相同,那么要形成這樣一個基差交易,就用不著額外的保證金,SPAN系統認識到該交易策略中,CALL權和PUT權只有一個會輸。相比較而言,...
7.6 european put options 7.7 exercises 8 additional results on options 8.1 introduction 8.2 call options on dividend-paying securities 8.2.1 the dividend for each share of the security is paid continuously in time ...
7.6 European Put Options 7.7 Exercises 8 Additional Results on Options 8.1 Introduction 8.2 Call Options on Dividend-Paying Securities 8.2.1 The Dividend for Each Share of the Security Is Paid Continuously in Time ...
3. PUT :存儲一個資源到請求的URL 4. DELETE :刪除由URL標識的資源 5. HEAD :返回URL標識的頭信息 6. OPTIONS :返回伺服器支持的HTTP方法 7. TRACE :返回TRACE請求附帶的頭欄位 HTTP回響包括回響碼,頭欄位和回響體.HTTP協定要求...
一旦該交易策略中一邊的CALL權建立起來,保證金確定之後,假定另一邊的PUT權的虛值比例和波動率與CALL權相同,那么要形成這樣一個基差交易,就用不著額外的保證金,SPAN系統認識到該交易策略中,CALL權和PUT權只有一個會輸。相比較而言,...
S.-P. Zhu*, X.-J. He and X. Lu A new integral equation formulation for American put options, Quantitative Finance, 18(3): 483-490, 2018. (SSCI: Q2; ABS: 3; IF: 2.222)X.-J. He and S.-P. Zhu*, ...
2.4 European Options in a Constant-Coefficient Market 2.5 American Contingent Claims 2.6 The American Call Option 2.7 The American Put Option 2.8 Notes 3 Single-Agent Consumption and Investment 3.1 Introduction 3.2 ...
認沽期權(Put)是一種契約。契約持有者有權利在規定的時間或之前按預定的價格沽出預定數量的某種股票。行使方式 其基本類型為歐式期權與美式期權。美式期權(American options)是指允許期權的持有人在期權的有效期的到期日之前任何一天均可...