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

经济

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
  Synonym:put
• an option to sell

双语例句

• 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。
• 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。
• If core competence is viewed as a put option, we can use Option Pricing Theory to assess it.
  如果把核心能力视作一个看跌期权，我们可以应用期权定价公式对核心能力进行评估。
• 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 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。
• Here we go: If you are betting against bitcoins, what you want to do is buy a put option, which is a derivative contract that allows you to sell something at a set price.
  首先：既然投资者计划做空比特币，自然要买入看跌期权。所谓看跌期权是指允许投资者以预定价格卖出投资品的衍生工具合约。
• 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
• The path-dependent characteristic of American option results in it's pricing complexity and causes the pricing differences from American call option and put option.
  美式期权的路径依赖特征导致了其定价的复杂性，并使得美式看涨、看跌期权之间的定价原理差异较大。
• This paper mainly discusses the option risk problem, the strategy used to hedge the portfolio by means of the index put option, and the conditions under which the strategy is adopted.
  讨论了期权的风险问题及利用股票指数如何进行套期保值的策略，同时还讨论了利用股票指数进行套期保值可实施的条件。
• 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。