{"title":"期权定价","authors":"Kaitlyn Hindman","doi":"10.1002/9781119507918.ch4","DOIUrl":null,"url":null,"abstract":"This paper investigates the Black-Scholes model, which is used to obtain an initial fair price for an option in the stock market. The Black-Scholes partial differential equation will be derived using tools from finance, probability theory, stochastic calculus and partial differential equations.","PeriodicalId":40006,"journal":{"name":"Journal of Derivatives","volume":"108 5","pages":""},"PeriodicalIF":0.4000,"publicationDate":"2018-09-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/9781119507918.ch4","citationCount":"6","resultStr":"{\"title\":\"Pricing Options\",\"authors\":\"Kaitlyn Hindman\",\"doi\":\"10.1002/9781119507918.ch4\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper investigates the Black-Scholes model, which is used to obtain an initial fair price for an option in the stock market. The Black-Scholes partial differential equation will be derived using tools from finance, probability theory, stochastic calculus and partial differential equations.\",\"PeriodicalId\":40006,\"journal\":{\"name\":\"Journal of Derivatives\",\"volume\":\"108 5\",\"pages\":\"\"},\"PeriodicalIF\":0.4000,\"publicationDate\":\"2018-09-08\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1002/9781119507918.ch4\",\"citationCount\":\"6\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Derivatives\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1002/9781119507918.ch4\",\"RegionNum\":4,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Derivatives","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1002/9781119507918.ch4","RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
This paper investigates the Black-Scholes model, which is used to obtain an initial fair price for an option in the stock market. The Black-Scholes partial differential equation will be derived using tools from finance, probability theory, stochastic calculus and partial differential equations.
期刊介绍：
The Journal of Derivatives (JOD) is the leading analytical journal on derivatives, providing detailed analyses of theoretical models and how they are used in practice. JOD gives you results-oriented analysis and provides full treatment of mathematical and statistical information on derivatives products and techniques. JOD includes articles about: •The latest valuation and hedging models for derivative instruments and securities •New tools and models for financial risk management •How to apply academic derivatives theory and research to real-world problems •Illustration and rigorous analysis of key innovations in derivative securities and derivative markets
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
