Application of Euro-options in Pricing for Pension

机译：欧元期权在养老金定价中的应用

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摘要

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.

机译：本文使用持续时间和金融数学基础方法，包括金融工程方法，养老保险计划的定义，随着欧元选项的特点和BS模式，通过此分析我们得出了定量模式的结论养老金资金的价值。

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《International institute of statistics and management engineering symposium》|2010年||共5页
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CUI Yujie; YU Baoli;
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中图分类统计学;
关键词
the plan of endowment insurance; duration; option;

机译：养老保险计划;持续时间;选项;

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Application of Euro-options in Pricing for Pension

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