金融工程-第九章期权与期权市场

....................................Copyright©2010Zheng,Zhenlong&Chen,Rong20100413Copyright©2010Zheng,Zhenlong&Chen,Rong....................................Copyright©2010Zheng,Zhenlong&Chen,Rong....................................Copyright©2010Zheng,Zhenlong&Chen,Rong....................................OptionExercisePriceStrikingPriceUnderlyingAssetsCopyright©2010Zheng,Zhenlong&Chen,Rong....................................IICallOptionPutOptionCopyright©2010Zheng,Zhenlong&Chen,Rong....................................ITCE2010.4.15MonthXPMonthXP2,80012,7992,90042,8962,85012,8492,95062,9442,90012,8993,00092,9912,95012,9493,050133,0373,00012,9993,100193,0813,05023,0483,150273,1233,10033,0973,200363,1643,15063,1443,250483,2023,200113,1893,300623,2383,250173,2333,350793,2713,300273,2733,400993,3013,350403,3103,4501223,3283,400573,343*3,5001473,303*3,450783,3723,5501763,3743,5001043,3963,6002073,3933,5501343,4163,6502413,4093,6001683,4323,7002773,4233,6502063,4443,7503163,4343,7002463,4543,7502893,461Jun-10Aug-10Copyright©2010Zheng,Zhenlong&Chen,Rong....................................ICopyright©2010Zheng,Zhenlong&Chen,Rong....................................ICopyright©2010Zheng,Zhenlong&Chen,Rong....................................IIIICopyright©2010Zheng,Zhenlong&Chen,Rong....................................IIIIIIETF/Copyright©2010Zheng,Zhenlong&Chen,Rong....................................III1001100Copyright©2010Zheng,Zhenlong&Chen,Rong....................................IIICopyright©2010Zheng,Zhenlong&Chen,Rong....................................Copyright©2010Zheng,Zhenlong&Chen,Rong....................................Copyright©2010Zheng,Zhenlong&Chen,Rong....................................OTCCopyright©2010Zheng,Zhenlong&Chen,Rong....................................Copyright©2010Zheng,Zhenlong&Chen,Rong....................................CBOEISEPHLXAMEXCBOTCMECopyright©2010Zheng,Zhenlong&Chen,Rong....................................FlexoptionsCopyright©2010Zheng,Zhenlong&Chen,Rong....................................Copyright©2010Zheng,Zhenlong&Chen,Rong....................................100100PHLX3125062500Copyright©2010Zheng,Zhenlong&Chen,Rong....................................IntervalsCopyright©2010Zheng,Zhenlong&Chen,Rong....................................Copyright©2010Zheng,Zhenlong&Chen,Rong....................................nmmnm/nn/mn%100+n100Copyright©2010Zheng,Zhenlong&Chen,Rong....................................Copyright©2010Zheng,Zhenlong&Chen,Rong....................................CBOECopyright©2010Zheng,Zhenlong&Chen,Rong....................................PositionLimit//ExerciseLimit/Copyright©2010Zheng,Zhenlong&Chen,Rong....................................Copyright©2010Zheng,Zhenlong&Chen,Rong....................................theOptionClearingCorporationOCCCopyright©2010Zheng,Zhenlong&Chen,Rong....................................OCCOCCOCCCopyright©2010Zheng,Zhenlong&Chen,Rong....................................OCCOCCOCCtheAssignedCopyright©2010Zheng,Zhenlong&Chen,Rong....................................Copyright©2010Zheng,Zhenlong&Chen,Rong....................................100%CoveredOptions100%20%10%Copyright©2010Zheng,Zhenlong&Chen,Rong....................................9.415201ABA:(1+1520%(2015))100=100B:(1+1510%)100=250100150Copyright©2010Zheng,Zhenlong&Chen,Rong....................................Copyright©2010Zheng,Zhenlong&Chen,Rong....................................Copyright©2010Zheng,Zhenlong&Chen,Rong....................................Copyright©2010Zheng,Zhenlong&Chen,Rong....................................Warrants//Copyright©2010Zheng,Zhenlong&Chen,Rong....................................Copyright©2010Zheng,Zhenlong&Chen,Rong....................................//Copyright©2010Zheng,Zhenlong&Chen,Rong....................................Copyright©2010Zheng,Zhenlong&Chen,Rong....................................//Copyright©2010Zheng,Zhenlong&Chen,Rong....................................Copyright©2010Zheng,Zhenlong&Chen,Rong....................................Copyright©2010Zheng,Zhenlong&Chen,Rong....................................9.7ICopyright©2010Zheng,Zhenlong&Chen,Rong....................................9.7II1515max(StX;0)StXStXStXStX0Copyright©2010Zheng,Zhenlong&Chen,Rong....................................9.7IIICopyright©2010Zheng,Zhenlong&Chen,Rong谢谢@[e-mail]