商品期权交易与期权保值投资策略

来源期刊：中南大学学报(自然科学版)1994年第3期

论文作者：陈晓红

文章页码：411 - 415

关键词：期权; 期权交易; 期货交易

Key words：options on future contracts; options trading; futures trading

摘    要：阐述了商品期权交易的特征,对期权价值评估、期权交易过程进行了分析,总结归纳出期权内在价值及投资报酬率的计算公式.还对各种期权保值投资策略进行了分析,指出了发展我国期权交易的可行性和必要性.

Abstract: This paper describes the basic characters of the commodity options trading on futurecontracts,and discusses the options value evaluation and the trading program. Also,the calculation formulas of the options＇intrinsic value and the investing reward rate are presented;some kinds of options hedging and investing strategies are analysed.In the end, the possibility and necessity to develop Clina＇options trading are proposed.