关于期权的风险度量

VaR-Based Method on Estimating Option's Market Risk

文章介绍了估计期权风险的参数方法和模拟方法,并用Monte Carlo模拟法对长源电力发行的股票期权的VaR进行了估计,这对于期权的研究和股票期权自身的发展有帮助.

With the method of parameter and simulation,this paper introduction the risk measuring of options,and estimated the VaR of the stock options of'qing hua tong fang'by Monte Carlo Simulation.This is a great help to development of options and stock options.