衍生证券地定价与保值-.pptVIP

;;8.2 Restrictions on Rational Option Pricing;;;;;;;;;;;;;F对执行价格的凹性;;F是执行价格的减函数;;;;分布相同，起始相同，期权价值相同;;组合的期权价值小于期权组合的价值;;;;;期权价格是标的股票风险的非减函数;;齐次性;;对标的股票价格的凹性; ;;;;;;;;;;;;;;;8.4 Restrictions on Rational Put Option Pricing;;;;;;;;;;8.5 Rational option Pricing along Black-Scholes Lines;;8.6 An Alternative Derivation of the Black-Scholes Model;;;;;;;;;;;;;;;8.7 Extension of the Model to include Dividend Payments and Exercise Price Changes ;;;;;;;8.8 Valuing an American Put Option ;;;8.9 Valuing the “Down-and-out” Call Option ;;;;;8.10 Valuing a Callable Warrant ;;;;;