摘要
在国际衍生金融市场的形成发展过程中，期权的合理定价是困扰投资者的一大难题。随着计算机、先进通讯技术的应用，复杂期权定价公式的运用成为可能。在过去的２０年中，投资者通过运用布莱克———斯克尔斯期权定价模型，将这一抽象的数字公式转变成了大量的财富。本文着重分析了布莱克———斯克尔斯期权公式的推导并就其应用与发展作了进一步的介绍。
Abstract In the course of the forming and development of derived financial markets,the rational option pricing is a big problem obfuscating investors.The application of computers and advanced communication technology makes it possible to use complicated option pricing formulas.Over the past twenty years investors have utilized the Black-Scholes Option Pricing Model and turned this abstract mathematical formula into enormous wealth.This article focuses on analyzing the inferences of the Black-Scholes model and makes a further introduction into its application and development,considering that the mode of thinking could be used for reference in the fair and rational operation of China's option markets in the future.
出处
《国际经贸探索》
CSSCI
北大核心
1998年第4期8-10,共3页
International Economics and Trade Research
