| 股票价格的统计特性与Black-Scholes模型对我国证券市场的可用性探索 |
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| 引用本文： | 聂彩仁.股票价格的统计特性与Black-Scholes模型对我国证券市场的可用性探索[J].云南师范大学学报(自然科学版),2005,25(2):19-21,32. |
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| 作者姓名： | 聂彩仁 |
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| 作者单位： | 云南师范大学商学院,云南,昆明,650106 |
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| 基金项目： | 云南师范大学科学研究青年基金项目资助(2004024) |
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| 摘 要： | 对三只A股股票2000年的股票价格进行了统计分析，并说明如果在中国市场上实行期权交易，那么Black—Scholes期权定价公式是具有参考价值的，并且给出如何根据历史数据估计￡时刻的期权价值。
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| 关 键 词： | 期权 Black-Scholes公式 收益率 正态分布 |
| 文章编号： | 1007-9793(2005)02-0019-03 |
The Statistic Charcter of Stock Price and the Useful Search of Black-scholesL Model for Our Country's Security Market |
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| NIE Cai-ren.The Statistic Charcter of Stock Price and the Useful Search of Black-scholesL Model for Our Country''''s Security Market[J].Journal of Yunnan Normal University (Natural Sciences Edition),2005,25(2):19-21,32. |
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| Authors: | NIE Cai-ren |
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| Abstract: | Three stocks price in 2000 was analyzed by using statistic way and if the option is traded in China , the Black-Scholes model can be used as reference . The way , how to value the option price at time by using history data , also was given . |
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| Keywords: | options Black-Scholes model yield rate normal distribution |
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