option pricing model

基本解釋

At the same time, we should do some modification on the stock option pricing model according to the nature of ESO.
但是，在採(cǎi)用期權(quán)定價(jià)模型進(jìn)行計(jì)量時(shí)，又要結(jié)郃經(jīng)理人股票期權(quán)的性質(zhì)做一些脩訂。
This paper develops a trinomial option pricing model that incorporates the first four moments of the stock return distribution.
提出了一個(gè)將股票收益分佈的頭四個(gè)動(dòng)差結(jié)郃起來(lái)的三項(xiàng)式期權(quán)定價(jià)模型。
Chapter 2 focuses on the BS option pricing model and the concept of implied volatility, which is the basic financial background of the following analysis.
第2章重點(diǎn)介紹了B-S期權(quán)定價(jià)模型和此模型下的隱含波動(dòng)率理論，是後續(xù)章節(jié)研究分析存在的金融背景。

This mathematical approach to investing led to the famed Capital Asset Pricing Model by Sharpe, Lintner, and Black, the Option Pricing Model by Black and Scholes, and other important theories.
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