金融衍生证券定价理论进展评述

Review of Advances in Financial Derivative Security Pricing Theory

准确地为金融衍生证券定价是金融交易市场规避风险的迫切需要．在ＢｌａｃｋＳｃｈｏｌｅｓ期权定价方程的基础上，研究了衍生证券的一般定价方法，对金融衍生证券的定价理论的研究内容、方法和结果作了初步的介绍，并对这一领域中存在的问题及最新研究方向进行了简单的综合评述．

To precisely price the financial derivative security is imperative necessity of avoiding the risk in the financial market. The general pricing method of the financial derivative security was discussed on the basis of Black Scholes option pricing equation.The research content, methods and results of the financial derivative security pricing theory were primarily presented.The area and direction of current study came into comprehensive review.