基于期权定价模型的股票泡沫度分析

Stock bubble analysis based on option pricing model

中国股市的泡沫度问题一直是国内外学者关注的焦点,主要指出了传统股票定价方法的理论缺陷以及利用期权定价模型给股票定价的可行性,在此基础上提出了研究股票泡沫度的一种新的思路,建立了一个计算股票泡沫度的理论模型,最后举例说明了其可操作性。

China＇s stock market bubble has always been the focus of scholars at home and abroad. The paper points out the defects of the traditional stock pricing method in theory and the feasibility of using stock option pricing model to price stocks. On the basis of that,a new idea has been put forward to calculate the stock bubble of stocks. Finally, we explain its operability with an example.