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 introduces credit derivatives including put option, default option, swap and credit-linked notes ( CLN), and their applications in credit risk management.
看跌期权、违约期权、互换和信用联系票据等几种信用衍生产品在信用风险管理中的应用有着重要的现实意义。 - 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。 - 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 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。 - 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。 - Put option pricing numerical method through parallel computing to achieve a recent relatively new also hotter studies, in which backward stochastic differential equations using method of realization option pricing, is higher, with show calculation accuracy of financial market closest one way.
把期权定价的数值方法通过并行的计算来实现是近期较新也较热的研究，其中利用倒向随机微分方程方法实现期权定价，是计算精确性较高，同显示金融市场最相符的一种方式。 - 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。 - 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； - The path-dependent characteristic of American option results in it's pricing complexity and causes the pricing differences from American call option and put option.
美式期权的路径依赖特征导致了其定价的复杂性，并使得美式看涨、看跌期权之间的定价原理差异较大。 - 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。