看涨

On the basis of the theory of option pricing,We study the connection between America call option and European call option;Under the assumption condition of Black-Scholes formula ,use the theory of martingales and stopping time,get the conclusion that: the price of America call option equals the price of European call option; Discuss some numeric computing methods of the put America option pricing, with the invarional inequaility for optimal stopping, prove the boundary property of America put option price ...

基于期权定价的基本理论，研究美式看涨期权与欧式看涨期权之间的关系；在Black-Sc holes公式假设条件下，利用鞅和停时理论，得美式看涨期权的价格与欧式看涨期权的价格相等；探讨美式看跌期权价格的数字化计算，在相关假设条件下，利用基于最优化时的变分不等式证明了美式看跌期权价格的有界性，并介绍了几种美式看跌期权价格的数字化计算方法。

A combination of a futures contract and an option, in which one is bullish and one is bearish.

一种一个期货合同和一个期权的组合，其中一个看涨一个看跌。

It shows the bullishness or bearishness of the commercials relative to their historical norm.

它通过比较商业投资者和过去的不同表现来表明看涨或看跌。

Because the long-term average annual gain is about 10%, we 'anchor' on that number, then adjust it up or down a bit for our own bullishness or bearishness.

由于长期年均涨幅是10%左右，我们根据这一数字为基础，然后根据自己的看涨或看跌观点进行上下调整。

Today, in contrast, we are not seeing anything like the stubbornly-held bullishness that was so widespread then.

然而今天的情况却是相反，我们并没有看到什么所谓顽固看涨的情绪，甚至连看涨也根本说不上。

Because of embedded option, the cash flow of callable bond is not certain. Fortunately, it has the same future cash flow as the portfolio of one long noncallable bond and one short call option on the callable payments. So under a nonarbitrage condition, the value of callable bond equals the difference of the value of noncallable bond and call option.

由于内嵌看涨期权的存在，可赎回债券的预期现金流事先并非确定，但因其未来的现金流表现与持有可比普通债券和卖空看涨期权的投资组合相同，故而可赎回债券的价格在无套利条件下应等于可比普通债券减去看涨期权的差值，也就是说用于普通债券的一般定价和度量方法并不适用于此种特殊的选择权债券。

A popular strategy is selling covered calls. Mike Pera, a 65-year-old retiree in Eagle River, Wis., does that regularly by selling call options on stock he already owns.

一个热门的期权策略是卖出"有抵补看涨期权"。65岁的麦克派拉住在威斯康星州的鹰河市，经常进行这样的操作，即卖出自己持仓股票的看涨期权。

2If the call option is an out-of-the-money option, the liability formed by its continuous involvement shall be measured in accordance with the residual value of the sum of total fair value of the transferred financial asset and the fair value of the put option less the time value of the call option.

该看涨期权是价外期权的，应当按照所转移金融资产的公允价值总额和看跌期权的公允价值之和，扣除看涨期权的时间价值后的金额，计量继续涉入形成的负债。

1If the call option is an in-the-money option or at-the-money option, the liability formed by its continuous involvement shall be measured in accordance with the residual amount of the sum of option exercise price and the fair value of the put option less the time value of the call option; and

该看涨期权是价内或平价期权的，应当按照看涨期权的行权价格和看跌期权的公允价值之和，扣除看涨期权的时间价值后的金额，计量继续涉入形成的负债。

So the stock price can be calculated by using Black-Scholes model and European call option binominal tree pricing model,the price of which depends on the price and maturity period of the corporation s bonds.

指出公司股票是基于公司价值的看涨期权，因此可用Black-Scholes模型和欧式看涨期权二叉树定价公式对公司股价进行计算，其结果取决于公司债券到期时还本付息的金额以及债券的存续时间。

Objective To investigate the effects of interleukin-1 β converting enzyme gene on the biologic characteristics of ovarian cancer cells.

目的 探讨白细胞介素-1 β转换酶的表达，对卵巢癌细胞生物学特性的影响。

Campylobacter: This illness is the most commonly identified cause of diarrheal illness in the world.

弯曲：这种病是最常见的原因查明腹泻病，在世界上。