基于Copula函数和蒙特卡洛模拟方法的权证定价
기우Copula함수화몽특잡락모의방법적권증정개
Warrant Price Based on Copula Function and Monte Carlo Simulation Methods
  • 万方数据
    科技和产业 과기화산업
    SCIENCE TECHNOLOGY AND INDUSTRY
    2012年 11期 161-164 ,共4页

    黄珍%苑慧玲%倪丽云

    황진%원혜령%예려운

    Copula函数%蒙特卡洛模拟%多种权证 Copula函數%矇特卡洛模擬%多種權證
    Copula함수%몽특잡락모의%다충권증
    Copula function%Monte Carlo simulation%various warrants
    在分析计算单一权证价格的基础上，提出了利用Copula函数和蒙特卡洛模拟的方法来计算多种权证的定价模型。具体实例分析表明，该方法可为投资者提供有益的投资决策参考。
    재분석계산단일권증개격적기출상，제출료이용Copula함수화몽특잡락모의적방법래계산다충권증적정개모형。구체실례분석표명，해방법가위투자자제공유익적투자결책삼고。
    In this paper, the pricing method of calculating a variety of warrants is proposed based on calculations of a warrant price, The method can be regarded as the a use{hi investment decision-making reference for investors by the warrant-specific examples being applied.
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