金融领域的随机建模与基于软件R的Monte Carlo模拟(1):金融期权

Stochastic modelling in finance and Monte Carlo simulations with R. Part A: Finance options

为了让更多人了解期权及其相关金融衍生品,论文系统地介绍了金融数学中一些描述资产行为的经典模型,并从数学与计算机仿真的角度,由浅入深地介绍期权定价的计算方法.首先介绍了欧式期权及其研究的必要性,并给出了相关的金融名词的解释,最后估计了期权价值的上下界.

The aim of this series articles is to help more persons to know options and other financial derivatives. We will introduce several classical models for the behavior of the asset price in the field of financial mathematics systematically,then give the method of computing the option values from the point of mathematics and computer simulations. This paper introduce the definitions of European options and their study necessity,give the interpretation of the relevant financial names and estimate the option bounds.