The author introduces the product of put warrant and designs the plan of exotic put warrant which has multiple exercise opportunity and its exercise price grows with the time according to certain interest rate on the basis of negotiation,and then he utilizes a simple least-squares.
针对经济活动(如股改、定向增发、兼并收购、重组、整体上市和非常广泛的股权合作)中有可能存在的控股股东对中小股东利益的侵害,引入认沽权证产品,在协商的基础上设计一种多执行时机、执行价格按一定利率随时间线性增长的奇异认沽权证方案,利用蒙特卡罗模拟最小二乘法编程计算权证的模拟值,在保护中小股东利益的基础上,有助于合作中控股股东战略意图(如股改、定向增发、兼并收购、重组、整体上市等)的实施和顺利促进最广泛的双方股权合作。
An Experimental Study on the Strange Phenomena of the Put Warrants Of the Security in China s Warrant Market;
关于认沽权证怪象的实证分析
As one of the means for non-tradable shareholders to put their shares tradable, put warrants were issued and came into market.
作为对价手段的一种,认沽权证开始规模发行并上市。
The Empirical Analysis of warrant pricing of Compound Opations in China;
复合期权在我国认股权证定价中的实证分析
The Value Analysis of Warrant in China;
认股权证在中国当前的投资价值分析
Empirical Analysis on the Impact of Warrant Issuance;
我国认股权证发行对标的股票价格影响的实证分析
Study on the Problems about the Creation and Write-off Mechanism of Put Warrant
我国认沽权证创设注销机制问题研究
A compare research of volatility between call-warrant and put-warrant based on GARCHmodel;
基于GARCH模型的认购权证与认沽权证波动率比较研究
Bin-Tree Pricing for American Put Option Considering Dividends;
分红对美式认沽权证行权价格影响下的二叉树定价
Planning Design of Monte Carlo Simulation of Exotic Put Warrant of Protecting Mid-small Shareholders;
保护中小股东的奇异认沽权证蒙特卡罗模拟方案设计
Study on Pricing of Non-Performing Loan in Commercial Bank Based on Put Option of Variable Strike Price;
基于变执行价格认沽期权的不良贷款定价研究
covered warrant
备兑认股权证,备兑认股证,回购认股证
call spread derivative warrant
跨价衍生权证,跨价衍生认股权证
serving to certify or endorse authoritatively.
证明的或权威认可的。
warrant exercised [listing method]
行使认股权证〔上市方式〕
Underlying Security
认股权证相关的股份
non-collateralized derivatives warrant
非抵押衍生认股权证
A Study on the Application of Warrant in the Split Share Structure Reform;
股权分置改革中认股权证的应用研究
Accept this Certificate Authority for Certifying network sites
接受并由此证书权威来认证网络网站
capped call warrant
设定回报上限认购证,设定回报上限认购权证
The Empirical Analysis of warrant pricing of Compound Opations in China;
复合期权在我国认股权证定价中的实证分析
Call Warrants on the China Security Market:Pricing Biases;
中国权证市场认购权证的价格偏误研究
Analysis on the risk-taking investment of subscription warrant:take for Wuhan Iron and Steel warrants;
认股权证投资风险分析:以武钢权证为例
There are two types of options: a call and a put.
期权有两种：买进期权（或看涨期权）和沽出期权（或看跌期权）。
