有色金属科学与工程2018，Vol.9Issue(2)：89-95,7.DOI:10.13264/j.cnki.ysjskx.2018.02.015
B-S—二叉树期权定价模型在有色金属股票期权定价中的应用
Application of B-S-binary tree option pricing model to pricing non-ferrous stock
摘要
Abstract
With the continuous prosperity of China's futures market, To avoid the risk caused by the excessive fluctuation of stock price, the study takes Zhang yuan Tungsten as an example, we use the improved B-S two tree option pricing model to analyze the problem of non-ferrous metal stock option pricing. The results show that the initial reasonable price of the option, the value of the node in each stage and the option treatment can be obtained through the evaluation. Therefore, B-S-binary tree option pricing model can be used to evaluate stock value, strengthen executive personnel's control over executive risk of stock options, decide whether to continue holding or advance the agreed execution price.关键词
B-S—二叉树期权定价模型/股票期权定价/看涨期权/有色金属Key words
B-S-binary tree option pricing model/stock option pricing/call option/non-ferrous metals分类
矿业与冶金引用本文复制引用
刘立刚,吴思倩,周春..B-S—二叉树期权定价模型在有色金属股票期权定价中的应用[J].有色金属科学与工程,2018,9(2):89-95,7.基金项目
国家社科基金资助项目(14XJL008) （14XJL008）
江西省社会科学规划项目(12YJ07) （12YJ07）
赣州市社会科学研究课题(17021) （17021）
