摘要
介绍了衍生金融工具———期权的期权价格形成问题 .探讨了影响欧式期权的期权价格的内外因素 ,并以此框定了期权价格的变化范围 .分析了期权的内在价值、时间价值和期权价格波动范围之间的关系 .
This paper introduces the option price that is the one derivative financial instruments, and taking Europe type option as an example, analyzes the factor that affects option price, and has framed the fluctuation range of option price. The relationships between the intrinsic value and time value and option price have been analized.
出处
《大庆石油学院学报》
CAS
北大核心
2002年第4期85-87,共3页
Journal of Daqing Petroleum Institute