知产认证 银天下“期权定价模型”研究成果荣获国家知识产权认证
发布时间: 2016-04-20 23:27
The research results of the "option pricing model" in the world of knowledge production and certification are awarded the national intellectual property certification
近日,银天下凭借《随机波动率及跳跃扩散期权定价模型》获得知识产权认证，被国家版权局授予《作品登记证书》和《计算机软件著作权登记证书》之誉。
Recently, the world bank with the stochastic volatility and jump diffusion option pricing model of "access to intellectual property rights certification, the State Copyright Bureau has been awarded the" certificate of registration of works "and" computer software copyright registration certificate "reputation.
这是银天下在期权定价方面首次获得知识产权认证，这一荣誉的获得标志着银天下在研究创新方面有了重要突破，对于公司的长远发展有重要的智力支持作用。
This is the silver in the world in terms of option pricing for the first time to obtain certification of intellectual property, the honor was marked in silver world in research and innovation has an important breakthrough, for the long-term development of the company has important intellectual support.
据悉，“随机波动率及跳跃扩散期权定价模型”是为适应银天下场外期权新业务而研发，这一模型主要运用随机分析、偏微分方程、优化计算、数值分析、概率统计等数学技术，能更充分的捕捉市场信息，精确吻合市场形式，并针对不同情况计算出更精准的期权价格。这一模型的推出能够全面解决场外期权业务的核心问题。
It is reported that "stochastic volatility and jump diffusion option pricing model is to adapt to the new world silver OTC options business research and development, the model mainly uses stochastic analysis, partial differential equations, optimization calculation, numerical analysis, probability and statistics and other mathematical techniques, can more fully capturing market information, exact agreement in the form of market, and according to the different situation of the calculated more accurate option prices. The introduction of this model can fully solve the core issue of OTC options.
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