| 以行业分类为基础的期权定价与实证分析 |
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| 引用本文： | 贾斯莹.以行业分类为基础的期权定价与实证分析[J].沈阳教育学院学报,2014(4):469-473. |
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| 作者姓名： | 贾斯莹 |
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| 作者单位： | 天津大学经济与管理学部,天津300072 |
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| 基金项目： | 天津大学2013年大学生创新创业训练计划（201310056215）. |
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| 摘 要： | 首先对布莱克-斯科尔斯期权定价模型和二叉树期权定价模型进行阐述、解析和比较,然后将理论应用于实践,以3个不同行业的9个公司的期权价格为例对2种期权定价方法进行实证检验.最后得出这2种模型的估计效果与哪些因素有关的结论以及它们在不同行业的适用性.
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| 关 键 词： | 期权定价 Black-Scholes模型 二叉树模型 |
Option Pricing Based on Industry Classification and Empirical Analysis |
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| Jia Siying.Option Pricing Based on Industry Classification and Empirical Analysis[J].Journal of Shenyang College of Education,2014(4):469-473. |
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| Authors: | Jia Siying |
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| Institution: | Jia Siying (College of Management ＆ Economics, Tianjin University, Tianjin 300072, China) |
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| Abstract: | Black-Scholes option pricing model and the binomial tree option pricing model are described, analyzed and compared. Applying the theories to the practice, using the option prices of nine companies in three industries as an example, the two kinds of option pricing method is tested. The conclusion of what factors contributing to the estimate effect of these two models is given, as well as their applicability in different industries. |
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| Keywords: | option pricing Black-Scholes model binomial tree model |
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