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通过蒙卡模拟对期权定价[2] 期权定义:期权持有者能够有权利在未来固定时间以固定价格买卖某一个资产。 那么这个权利作为金融衍生品,也应该进行定价。 这里考虑欧式期权:只能够在行权日T行权。 ①距离行权日还有T年(如果是n“天”,那么把n化成n/365年),②到期日标的资产价格为S_T,③标的资产行权价格为K,那么在...
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一、Finance和Economics专业的区别 (一)研究内容不同 1、Finance 是研究个人,组织和公司等在一段时间内如何有效地筹集,分配和利用资金,是研究资金融通的一本学科。金融的具体内容有如货币、证券、银行、保险、资本市场、衍生证券、投资理财等等。2、Economics 研究的是人类如何最大程度的利用有限资源...