The Pricing Formula of the Corporate Stock Option Theory and Its Derivation in Mat lab

被引:0
作者
Wu, Leilei [1 ]
机构
[1] Ningbo Educ Inst, Ningbo, Zhejiang, Peoples R China
来源
PROCEEDINGS OF CHINA PRIVATE ECONOMY INNOVATION INTERNATIONAL FORUM 2012 | 2012年
关键词
corporate stock option; Binomial Tree Model; Matlab;
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
Stock options are still new in a way in our country. Learning from the successful experience of the developed countries and vigorously developing stock options will benefit the development of enterprises, private enterprises in particular, in China's current economic situation. Based on the Binomial Tree Model, this paper presents a pricing formula of a corporate stock option theory and its derivation in Matlab.
引用
收藏
页码:235 / 242
页数:8
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