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| 期权交易风险管理探悉 | |
| 引用本文： | 刘江涛,胥爱欢,曲怡雯.期权交易风险管理探悉[J].科技与管理,2007,9(5):85-88,91. |
| 作者姓名： | 刘江涛 胥爱欢 曲怡雯 |
| 作者单位： | 1. 哈尔滨理工大学,经济管理学院,黑龙江,哈尔滨,150080 2. 广东商学院,金融学院,广东,广州,510320 3. 哈尔滨工程大学,经济管理学院,黑龙江,哈尔滨,150001 |
| 摘 要： | 通过对期权的风险进行分析，并结合近几年来国际金融市场上有关期权交易风险管理的方法，对期权的风险管理作了初步的探讨。并对未来的发展方向做出了判断，以期对我国目前的权证交易以及期权在我国的进一步发展提供有益的帮助。 |
| 关 键 词： | 期权 风险管理 |
| 文章编号： | 1008-7133（2007）05-0085-04 |
| 收稿时间： | 2007-07-10 |
| 修稿时间： | 2007-07-10 |
Study on the option transaction risk management |
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| LIU Jiang-tao,XU Ai-huan,QU Yi-wen.Study on the option transaction risk management[J].Science-Technology and Management,2007,9(5):85-88,91. | |
| Authors: | LIU Jiang-tao XU Ai-huan QU Yi-wen |
| Institution: | 1.School of Economic Management, Harbin University of Science and Technology, Harbin 150080, China; 2.Fimance Department, Guangdong Business College, Guangzhou 510320, China; 3.College of Economic Management, Harbin University of Engenering, Harbin 150001, China |
| Abstract: | According to the analysis of options transaction risk and risk management method widely used in international financial market in these years, we make a preliminary study on the risk management of options. Also, in this article, we make some forecasts on the development tendency of options, aiming at providing help to the warrant transaction development and options development in China. |
| Keywords: | VAR |
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