| 期权定价理论及方法探析 |
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| 引用本文： | 万换林. 期权定价理论及方法探析[J]. 延安大学学报(自然科学版), 2012, 31(2): 28-32 |
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| 作者姓名： | 万换林 |
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| 作者单位： | 延安大学数学与计算机科学学院,陕西延安,716000 |
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| 摘 要： | 简要介绍了期权定价理论的产生及发展过程,期权定价理论的基本思想。重点介绍了期权定价的各种方法,且详细比较了各种期权定价方法的优缺点,对研究期权定价方法有所裨益。
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| 关 键 词： | 期权 期权定价理论 方法 探析 |
Analysis of Option Pricing Theory And Method |
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| WAN Huan-lin. Analysis of Option Pricing Theory And Method[J]. Journal of Yan'an University(Natural Science Edition), 2012, 31(2): 28-32 |
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| Authors: | WAN Huan-lin |
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| Affiliation: | WAN Huan-lin(College of Mathematics and Computer Science,Yan an University,Yan an 716000,China) |
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| Abstract: | Option is a financial market in a special class of derivative products,trading becomes more and more popular,China also is trying to expand their own options trading market.This paper mainly introduces the pricing theory of option generation and development process;option pricing theory;system analysis of option pricing method;discussed the advantages and disadvantages of option pricing method. |
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| Keywords: | option option pricing pricing method advantages and disadvantages |
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