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浅析期权组合投资策略
引用本文:何晓庆,张丽.浅析期权组合投资策略[J].价值工程,2008,27(1):159-161.
作者姓名:何晓庆  张丽
作者单位:大连交通大学,大连,116028
摘    要:以基本期权为起点,介绍了两类期权组合策略——标的资产与期权组合和多期权组合,总结了它们的特点和盈亏图。对相似的期权组合策略进行比较分析,归纳出它们的异同点以及在实务中所适用的情况,对于利用衍生产品中的期权开发新的金融工具有一定参考价值。

关 键 词:期权  期权组合策略  盈亏图
文章编号:1006-4311(2008)01-0159-03

To Analyse Simply on the Investing Strategy of Option Combined
He Xiaoqing,Zhang Li.To Analyse Simply on the Investing Strategy of Option Combined[J].Value Engineering,2008,27(1):159-161.
Authors:He Xiaoqing  Zhang Li
Abstract:This article starts with the basic options,then introduces the two important strategies of option combined with a simple way to explain, the strategy of target asset with option combined and the strategy of multiple options combined, finally analyzes the key points of their characters and their figures of profit-loss.lt is very sensible to analyze the similar option strategies,then summarize the differences and educe the situations which they suit mostly, it is also valuable to explore the new financial instruments with the option of the derivatives.
Keywords:option  strategy of option combined  figure of profit-loss
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