Csi 300 Stock Index Option Contract Design Discussed

Today, the business is global; the finance market develops quickly, especially the finance derivative. Our securities market has being developed twenty years ago, and the finance derivative market was just born in our country. Presently, they are the popular tools of the finance investment in the international finance market, and have a lot of important functions. For example stock option, stock index option, rate option, foreign exchange option.Currently, the designing contract, the option of the pricing and the finance innovation of the subject are very up to date. The finance innovation must promote to increase quickly the gross domestic product for our country, so we need necessarily research them. The contents of the thesis are the designing contract, the option of the pricing about hushen's 300 stock index options for our country.There are two parts in the content of the thesis. First, to design the contract of the hushen's 300 stock index options; Second, to price the contract of the hushen's 300 stock index options. In the preface, to introduce the researching background, the researching meaning, the researching content and the arrangement of the framework. In the same time, the concept of the stock index option is defined, and so on. The second chapter introduces and analyses the environment of the finance derivate market to look for our methods about developing stock index option. The third chapter introduces the hushen's 300 index, and hushen's 300 stock index option contracts are designed. The fourth chapter is about the pricing of the hushen's 300 stock index options. The final chapter summarizes the researching conclusion about the thesis.