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Summarize A Few Of Option Pricing Models

Posted on:2013-05-26Degree:MasterType:Thesis
Country:ChinaCandidate:Q LiuFull Text:PDF
GTID:2249330374982950Subject:Control Engineering
Abstract/Summary:PDF Full Text Request
Now financial market development has produced lots of financial derivatives.These derivatives have enriched the financial market.Option have become an important part of the financial derivatives and have become increasingly concerned about investment products.This paper introduces the option generation, option pricing theory development process and two basic options pricing models,including Black-Scholes model and BOPM.At the same time simply describes several other option pricing models.For example,Monte Carlo model,jump diffusion model and stochastic volatility model.I evaluated the above models objectively.From my point of view, I make a bold prediction on options and options pricing model development direction.
Keywords/Search Tags:Option, Option pricing, Black-Scholes model, BOPM, Monte Carlomodel, jump diffusion model, stochastic volatility model
PDF Full Text Request
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