This paper starts from the pricing problem of the options,based on the black-scholes model,and then gets the American commodity option pricing model.
商品期权是一种很好的商品风险规避和管理的金融工具。
Empirical Study on the Relationship of Commodity Futures with Foreign Exchange and Stock Markets;
商品期货与外汇、股票市场关系的实证研究
This paper uses the main trade contracts of three commodity futures markets in China as the research sb- jects,carries out the empirical analysis on the futures earning ratio by means of unit root test and serial correlation test.
现以我国三个商品期货市场的主要交易品种合约为研究对象,运用单位根检验、序列相关检验对期货收益率进行实证分析,其结果表明我国所有期货品种的价格时间序列满足一阶单整过程,棉花、铜期货品种的收益率时间序列服从随机游走过程,而大豆、豆粕、天胶、硬麦四个期货品种的收益率时间序列存在3阶自相关,我国商品期货市场整体上尚未达到弱式有效。
Using variance ratio test,this study examines the weak form efficiency hypotheses for China s commodity futures markets during 1999-2004.
随机游动模型的方差比率检验方法可以被用于检验中国商品期货市场的有效性程度。
American Commodity Option Pricing Model and its Numerical Solution
美式商品期权的定价模型及其数值解
A Commodity Price Model for the Options with Transaction Cost and Reposition Fare;
一类带有储藏费和交易费的商品期权定价模型
The civil law protection of buyer s expecting right of pre-selling commercial apartments;
预售商品房买受人期待权的民法保护
Options Pricing of the Convenience Yield for Futures and Its Demonstration;
商品期货便利收益的期权定价及实证检验
Fractional Pricing Model for Commodity Futures Options and Its Empirical Study
分数商品期货期权定价模型及其实证研究
Study on the Contingent Right Protection in the Contract of the Commercial Housing Pre-sale;
商品房预售合同中期待权法律制度研究
Research on Supply Chain Option Contract of Commodity;
大宗商品的供应链期权契约影响因素研究
Application of Option Pricing Model in the Pricing of Technicality Goods;
期权定价模型及在技术商品定价中的应用
Research on Pricing Theory of Option in Pricing of Technological Goods;
期权定价理论在技术商品定价中的应用探讨
Option Pricing of Daily Convenience Yield for Commodity and Its Empirical Analysis
商品日便利收益的期权定价及实证分析
An exchange where commodity futures and/or futures options are traded.
一个商品期货和/或者是期货期权买卖的交易场所。
A right to buy or sell specific securities or commodities at a stated price within a specified time.
期权在规定时间内的以固定价格买卖特定的债券或商品的权力
commodity futures contract
商品期货合约，商品期货合同
Research on Features and Valuation of Managerial Options under Uncertainty of Commodity Price;
商品价格不确定性下的管理期权属性及估价研究
Study on the Option Model of Investment Decision-making in Real Estate Enterprises under Uncertainty of Commercial Housing Price;
商品房价格不确定条件下房地产企业投资决策的期权模型研究
The right to be offered a choice of necessary products.
必要的商品选择权。
international commodities physicals and futures
国际商品现货及期货
Commodity Futures Trading Commission (CFTC)
商品期货交易委员会
