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
- American Put Option with Stochastic Financial Market Model
随机市场模型下美式看跌期权的定价 - From the structure of barrier options, call option and put option is the same as the terms.
从障碍期权，看涨期权和看跌期权的结构是一样的条件相同。 - A put option provides the right to sell a currency and buy the base currency at the agreed rate.
卖方期权则是一项按商定的汇率卖出一种货币并买进一种基准货币的权利。 - This article will put option model use into the solvency analysis of property-liability insurance.
本文将期权定价模型运用于财产保险的偿付能力分析。 - 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）。 - 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。 - 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。 - Under the hypothesis of continuous dividend, if the continuous dividend rate is p, and regular payment dividend, we get European call and put option pricing formula and their parity.
在假定支付连续的红利率和定期支付的条件下，得到了两种情况下欧式看涨期权与看跌期权的定价公式及其它们之间的平价公式。 - 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。 - 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。