期权期货及其衍生品第27弹.pptx

Chapter27

MartingalesandMeasuresOptions,Futures,andOtherDerivatives,8thEdition,Copyright?JohnC.Hull20121

DerivativesDependentonaSingleUnderlyingVariableOptions,Futures,andOtherDerivatives,8thEdition,Copyright?JohnC.Hull20122

FormingaRisklessPortfolioOptions,Futures,andOtherDerivatives,8thEdition,Copyright?JohnC.Hull20123

MarketPriceofRisk(Page632)Thisshowsthat(m–r)/sisthesameforallderivativesdependentonthesameunderlyingvariable,qWereferto(m–r)/sasthemarketpriceofriskforqanddenoteitbylOptions,Futures,an