期权定价理论的应用及启示

Option Pricing Theory and Its Application

期权定价理论不仅广泛应用到金融衍生证券的定价之中,而且在解决企业投资决策问题、政府行为和政策制定以及社会问题的研究中也大有作为。阐述了目前期权定价在企业投资决策等领域中的应用情况,对我国建立和发展自己的期权市场大有启示。

Option pricing theory is widely applied not only in the financial derivative securities pricing, but also in the solution of enterprise investment decision making problems, government behavior and pohcy making, and social issues research. This paper discusses the option pricing in enterprise investment decision making and other applica- tions for our country to establish and develop their own options market great enlightenment.