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dc.contributor.advisor孟力
dc.contributor.author王美
dc.date.accessioned2016-02-14T02:51:23Z
dc.date.available2016-02-14T02:51:23Z
dc.date.issued2010-07-09 11:48:31.0
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/33031
dc.description.abstract期权作为一种远期权利,那就必然存在一个相对方具有承接该权利的义务。那么,如何给这个权利定价,用以补偿给义务方,使得权利方和义务方利益对等,是个关键问题。现今比较成熟的定价方法是以Black-Scholes期权定价模型为代表的传统参数定价方式。但是,Black-Scholes期权定价公式是建立在与实际不相符的假设之上,其定价的准确性受到质疑。因此,与实际更加贴近的建立在分形市场假说基础上的期权定价公式以及以人工神经网络为代表的非参数化定价方法逐渐发展起来。同时,期权价格如何能够比较准确的进行预测是各类投资者十分关心的问题,许多学者在这方面也做了很多工作,主要是运用传统的线性技术和人工智能的非线性...
dc.description.abstractThe option are seen as a kind of future right while a relevant responsibility corresponds to it. Then, how to value and price this right to achieve the equality between the right and duty is a critical problem. At present, the Black-Scholes option pricing formula is the most popular option pricing method. But the Black-Scholes option pricing formula is based on an unreasonable hypothesis, which ha...
dc.language.isozh_CN
dc.relation.urihttps://catalog.xmu.edu.cn/opac/openlink.php?strText=24228&doctype=ALL&strSearchType=callno
dc.source.urihttps://etd.xmu.edu.cn/detail.asp?serial=26139
dc.subjectBlack-Scholes期权定价
dc.subject混合模型
dc.subject虚拟仪器
dc.subjectBlack-Scholes option pricing
dc.subjectMixed method
dc.subjectVirtual instrument
dc.title期权传统定价比较及混合预测模型研究
dc.title.alternativeThe Reaseach of the Traditional Option Pricing and the Mixed Method for Option Price Forecasting
dc.typethesis
dc.date.replied2010-06-07
dc.description.note学位:管理学硕士
dc.description.note院系专业:管理学院管理科学系_管理科学与工程
dc.description.note学号:17720071150726


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