[第六章公债派生交易.ppt

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[第六章公债派生交易.ppt

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[第六章公债派生交易

第三节公债期权交易 2、欧洲式期权和美国式期权欧洲式期权：是指期权购买者只能在期权到期这一天行使其权力的期权。美国式期权：是指期权购买者可以在期权到期之前的有效期里行使其权力的期权。 Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. 第三节公债期权交易 3、场内期权和场外期权场内期权：是指在交易所进行交易的期权。场外期权：是指在非交易所的场外进行交易的期权。 Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. 第三节公债期权交易 4、现货期权和期货期权现货期权：是指以金融工具本身作为期权合约标的物的期权。期货期权：是指以金融期货合约作为期权合约之标的物的期权。 Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. 第三节公债期权交易四、公债期权的盈利与亏损买入看涨期权卖出看涨期权买入看跌期权卖出看跌期权 Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. 看涨期权多头盈亏图最大亏损期权费，最大盈利无限。 pt R 执行价格执行价格+期权费期末现金流盈利期权费 s Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. 看涨期权空头盈亏图最大盈利期权费，最大亏损无限。 pt R 执行价格执行价格+期权费期末现金流盈利期权费 s Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. 看跌期权多头盈亏图最大亏损期权费，最大盈利有限。盈利期末现金流执行价格－期权费 R pt 执行价格期权费 s Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. Evalu