This paper analyzes the binomial model of stock price movement, and on the basis of martingale theory discusses the pricing of path dependent options.
通过对股票价格变动的二项式模型的分析,以鞅理论为基础,讨论与轨道相关的期权的定价方法。
Some of classical analytical methods about Security market, including stock market have Mean-Variance analytics, APT theory, CAPM model, B-S options pricing model, etc.
对证券市场包括股票市场中的一些经典方法有: 均值-方差分析法、APT理论、CAPM模型、B-S期权定价模型等。
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