摘要
期权是20世纪金融衍生市场创新的成功典范。期权市场已经成为国际金融市场的一个重要部分。期权定价理论不仅支撑着期权市场的发展,同时推动了整个金融衍生市场的发展。回顾了经典的期权定价理论及欧式期权定价模型,对其进行了详细的评价,展望了未来期权定价理论的发展方向。
The option is one successful nonesuch of the innovations of the finance-derived market, and the option market has become an important part of the world＇s financial market. The option pricing theories not only uphold the development of the option market but also promote the development of the whole finance-derived market. This paper reviews the typical option pricing theories and the European option pricing models, makes detailed evaluation on them, and looks forward to the developing directions of the future option pricing theories.
出处
《科技情报开发与经济》
2006年第4期105-108,共4页
Sci-Tech Information Development & Economy
基金
国家社科基金青年项目<金融衍生工具风险形成与管理>(项目号:03CJY025)
南京大学引进人才基金的阶段性成果之一
关键词
期权定价理论
欧式期权定价模型
国际金融市场
option pricing theory
European option pricing model
world＇s financial market
