会议专题

Application of Euro-options in Pricing for Pension

This paper use Duration and finance mathematic base method including the method of finance engineering, the definition of the plan of endowment insurance, with the character of euro-option and the B-S mode, through this analysis we draw the conclusion that quantization mode of the improve value of pension funding.

the plan of endowment insurance duration option

CUI Yujie YU Baoli

College of science, North China University of Technology, Beijing, P.R.China, 100144 College of Economic and Management, North China University of Technology, Beijing, P.R.China,100144

国际会议

The 3rd International Institute of Statistics & Management Engineering Symposium(2010 国际统计与管理工程研讨会 IISMES)

威海

英文

516-520

2010-07-24(万方平台首次上网日期,不代表论文的发表时间)