| 金融数学中的欧式期权定价方法 |
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| 引用本文： | 陈佳,吴润衡.金融数学中的欧式期权定价方法[J].北方工业大学学报,2007,19(1):75-78. |
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| 作者姓名： | 陈佳 吴润衡 |
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| 作者单位： | 北方工业大学理学院,100041,北京;北方工业大学理学院,100041,北京 |
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| 摘 要： | 基于欧式期权定价方法的发展历程,对其主要的数学模型和定价公式进行了总结.最后,对其应用进行了简要评价.
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| 关 键 词： | 金融数学 欧式期权定价 |
| 修稿时间： | 2006-03-22 |
European Option Pricing Theory in Finance Mathematics |
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| Chen Jia,Wu Runheng.European Option Pricing Theory in Finance Mathematics[J].Journal of North China University of Technology,2007,19(1):75-78. |
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| Authors: | Chen Jia Wu Runheng |
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| Affiliation: | College of Sciences, North China Univ. of Tech. , 100041 ,Beijing,China |
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| Abstract: | Based on the process of the development of European option pricing,its mathematical models and pricing formulae are introduced in this paper.Finally,the applications of the method for European option pricing are stated. |
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| Keywords: | finance mathematics European option pricing |
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