欧式期权定价基本原理及其计算公式

孙胜利; 豁祖顺

孙胜利, 豁祖顺. 欧式期权定价基本原理及其计算公式[J]. 信阳师范学院学报(自然科学版), 2006, 19(2): 233-235.

引用本文:

孙胜利, 豁祖顺. 欧式期权定价基本原理及其计算公式[J]. 信阳师范学院学报(自然科学版), 2006, 19(2): 233-235.

SUN Sheng-li, HUO Zu-shun. The Basic Theory and Account formula of the Pricing of the European Options[J]. Journal of Xinyang Normal University (Natural Science Edition), 2006, 19(2): 233-235.

Citation:

SUN Sheng-li, HUO Zu-shun. The Basic Theory and Account formula of the Pricing of the European Options[J]. Journal of Xinyang Normal University (Natural Science Edition), 2006, 19(2): 233-235.

欧式期权定价基本原理及其计算公式

The Basic Theory and Account formula of the Pricing of the European Options

摘要

摘要: 文献1给出了买入和卖出期权定价的基本概念、资产定价定理和资产定价的数学结构,本文进一步阐述了欧式买入和卖出期权定价的基本原理及其数学模型,并导出Slack-Scholes期权定价公式.

Abstract: The basic theory of buying and selling the asset pricing of the European options in 1 is given.The article probes into the basic theory of pricing European put and call option and mathematical model of the European options,and the Black-Scholes option formula.

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