Some numerical examples are presented for European option pricing problems and the computational results accurately reflect the relationships among option pricing with the volatility un-risk interest rate expiration price exercise price and correlation coefficient of underling assets .

计算结果正确反映了标的资产 波动 率、无风险利率、资产当期价格和成交价格及资产间的协相关 系数对期权定价的影响。

Valuation of Some Game-Type Option with Nonconstant Volatility Numerical Calculation of Aerodynamic Force Coefficient and Dynamic Stability Derivatives on Unsteady Supersonic Wing with Sideslip Angles

波动 率非常数时一类博弈期权的定价非定常超音速侧滑机翼的气动力 系数及动导数的数值计算

The strategy is sensitive to the manager ′ s risk tolerance the asset volatility rate and the liquidity coefficient but it is insensitive to the security excess return rate .

最优策略对管理者的风险厌恶程度、资产 波动率和流动性 系数较为敏感，而对证券超额收益率敏感程度较低。

The exchange volatility has a significant positive coefficient indicating that depreciation in Egyptian Pound against the currencies of its partners stimulates agricultural exports .

交易 波动 率 的 系数为正且影响显著，说明埃及镑贬值不利于通过其合作国的货币流通及 利率 传递来激励农业出口。

The imitating outcomes using adaptive belief model agree with the real phenomenon with volatility clustering and the imitating coefficient of skewness and kurtosis are close to actual market data .

模型模拟产生的 波动集聚现象与实际相符，收益 偏度和峰度与实际市场数据接近。

The measurement of overall economic capital contains asset volatility avail volatility method the coefficient method .

总体经济资本的计量方法有资产波动法、收益 波动法、 系数法。

The Volatility in Stock Return and the Time - Varying Beta Coefficient

股票收益 波动与Beta 系数的时变性

In light of market risk there are sensitivity measurement method and volatility measurement method as well as the concepts about risk measurement such as Variance Duration 3 - coefficient 5 - coefficient and Value at Risk .

其中，针对市场风险度量的方法包括灵敏度测量风险方法和 波动 性测量风险方法，与之相关的风险度量概念有方差、持续期、β 系数、δ类系数和在险价值；