The Model of Black-Scholes and Its Application in Warrants Market
The application of Black-Scholes option pricing formula was considered in this article.The result of option prices are calculated through the formula which was tested in the real stock and option market at last.Finally,we draw evaluation of the models at last.
QINGXIN ZHOU
Xuehai Street on the 1st,School of Basic Science,Harbin University of Commerce,Harbin,150028,China
国际会议
2014 International Conference on Management and Engineering(CME 2014)(2014管理与工程国际会议)
上海
英文
1-6
2014-05-24(万方平台首次上网日期,不代表论文的发表时间)