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author:

陈晓杰 (陈晓杰.) [1] | 黄志刚 (黄志刚.) [2] (Scholars:黄志刚) | 邹辉文 (邹辉文.) [3] (Scholars:邹辉文)

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CQVIP

Abstract:

本文提出"虚拟衍生资产"的金融工程概念;通过这种思想,在无风险套利原理下,利用Black-Scholes偏微分方程及其通解,推导出金融期货、远期的定价模型.

Keyword:

Black-Scholes偏微分方程 定价 期货 虚拟衍生资产 远期

Community:

  • [ 1 ] [陈晓杰]福州大学
  • [ 2 ] [陈晓杰]福州大学
  • [ 3 ] [黄志刚]福州大学
  • [ 4 ] [黄志刚]福州大学
  • [ 5 ] [邹辉文]福州大学
  • [ 6 ] [邹辉文]福州大学

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Source :

广西金融研究

ISSN: 1002-6452

CN: 45-1032/F

Year: 2007

Issue: 8

Page: 33-35

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count: -1

Chinese Cited Count:

30 Days PV: 6

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