Black Scholes option pricing model
- Black Scholes option pricing model的基本解释
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[财]布莱克
- 更多网络例句与Black Scholes option pricing model相关的网络例句 [注：此内容来源于网络，仅供参考]
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The Black-Scholes options pricing model is one of the most famous equations in finance and offers a useful first approximation for prices for option contracts.
的Black - Scholes期权定价模型是在金融业中最有名的方程，并提供一个有用的为期权合约价格首次逼近。
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Based on modern option pricing theories,Black-Scholes and Merton option pricing model are used to study the pricing of the structured products,and its design,characteristics and risk are studied respectively.Based on Black-Scholes and Merton option pricing models,I also use the checking method to estimate the parameters of the model following real prices data,And calculate the theoretical price.Then,I compare the real and theoretical prices of the two pricing models.The results show that the effects of the Merton option pricing model are superior to the Black-Scholes option pricing model.Moreover,It shows that Hong Kong stock prices are also affected by the instant messages,and the jump phenomenon may exist in Hong Kong stock market.
本文以香港衍生品市场上三种主要结构性产品结构性票据、牛熊证和衍生权证为例，探讨了结构性产品的设计、特点、风险和定价，以现代期权定价理论为基础，以B-S和Merton两种期权定价为基础，根据市场价格经过校验得出模型隐含的参数，编程计算出两种定价模型下的理论价格，并将其实际价格和理论价格进行了比较，结果显示：Merton定价模型的效果要优于Black-scholes定价模型，说明香港市场的股票价格也可能受即时信息的影响，存在跳跃现象。
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This study deals with the prices of American option on dividend-paying. Because American call option can early exercise, in my master thesis, with Black-Scholes Option Pricing Model, I design integral representation to obtain the optimum early exercise boundary, this can evaluate the price of American call option on dividend-paying assets and compare with Europe call option.
中文摘要本研究报告主要在探讨发放股利之美式买权定价之问题，由於美式买权可以提前履约，本文以Black-Scholes Option Pricing Model为其数学模型，再设计一积分表现式，用叠代法来求得最佳履约价格，进而求得标的资产发放股利之美式买权价格，其结果再与欧式买权价格比较。
- 更多网络解释与Black Scholes option pricing model相关的网络解释 [注：此内容来源于网络，仅供参考]
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Exotic Options：奇异期权
除了以斯克尔斯期权定价模型(Black Scholes Option Pricing Model,以下简称BS)推算外,蒙地卡罗模拟法也是推论期权价的有效工具,特别是涉及极复习数学模型的运算和奇异期权(Exotic Options)定价.