摘要随着社会的进步，金融市场的进展逐步完善，越来越多的金融衍生品走进了人们的视野。期权作为重要的金融衍生品之一，受到许多投资者与讨论者的关注。本文就是对期权的产生与进展和期权相关的定价模型进行了讨论。本文先简要介绍了期权的进展史以与现阶段的概况，随后对期权进行分类详解，接着以 B-S 模型和二叉树模型这两种经典定价模型为例进行了深化讨论并举例说明他们的实际应用，最后又分析了几种新型期权和他们的定价模型，并简要介绍了他们的实际用途。关键词：期权进展历程；期权的分类；B-S 定价模型；二叉树模型1AbstractWith the development of the society, finance market has been improving gradually, more and more financial derivative instruments havecome to the eyesight of people. Option, as the important tool of financial derivative instrument, has been cast more attention by the investor and the researcher. This essay would focus on the generation ofoption and Capital Asset Pricing Model of the option. First, this dissertation introduces the history and nowadays state of theoption development. Then, it focuses its attention on classifying anddescription of the option. This paper raises theBlack-Scholes Model and Binary Tree Model as typical exampleto talk deeply about their appliance. Finally, this paper analysis some kinds of new options and their asset pricing model, and introducethe practical use of the new option to all readers.Keywords: history of option development Option classifyingBlack-Scholes ModelBinary Tree Model2目录摘要………………………………………………………………………………………………………………………….1Abstract…………………………………………………………………………………………………………………….2目录………………………………………………………………………………………………………………………….3第一章 绪论…………………………………………………………………………………………………………….41.1 期权的含义………………………………………...
