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<li class="toctree-l1"><a class="reference internal" href="system%20settings.html">第0章 与定价相关的系统全局设置</a></li>
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<li class="toctree-l1"><a class="reference internal" href="european.html">第1章 欧式期权</a></li>
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<li class="toctree-l1"><a class="reference internal" href="american.html">第2章 美式期权</a></li>
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<li class="toctree-l1"><a class="reference internal" href="asian.html">第3章 亚式期权</a></li>
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<li class="toctree-l1"><a class="reference internal" href="binary.html">第4章 二元期权</a></li>
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<li class="toctree-l1"><a class="reference internal" href="barrier.html">第5章 障碍期权</a></li>
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<li class="toctree-l1"><a class="reference internal" href="snowball.html">第6章 雪球期权</a></li>
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<li class="toctree-l1"><a class="reference internal" href="phoenix.html">第7章 凤凰期权</a></li>
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<li class="toctree-l1"><a class="reference internal" href="airbag.html">第8章 气囊结构</a></li>
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<li class="toctree-l1"><a class="reference internal" href="shuangsha.html">第9章 双鲨期权</a></li>
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<li class="toctree-l1"><a class="reference internal" href="rangeaccrual.html">第10章 区间累积期权</a></li>
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<li class="toctree-l1"><a class="reference internal" href="greeks.html">附录1:希腊值</a></li>
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<li class="toctree-l1"><a class="reference internal" href="model.html">附录2:期权定价方法概述</a></li>
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<h1>衍生品定价手册<a class="headerlink" href="#id1" title="Permalink to this headline"></a></h1>
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<p>本手册为初版说明手册,错漏缺点在所难免。如有任何疑问,可以和我们的客服人员联系,我们将很乐意同您交流。</p>
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<p class="caption" role="heading"><span class="caption-text">Contents:</span></p>
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<ul>
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<li class="toctree-l1"><a class="reference internal" href="system%20settings.html">第0章 与定价相关的系统全局设置</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="system%20settings.html#my-reference-label1">0.1 定价参数</a></li>
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<li class="toctree-l2"><a class="reference internal" href="system%20settings.html#id3">0.2 交易日历</a></li>
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<li class="toctree-l2"><a class="reference internal" href="system%20settings.html#my-reference-label2">0.2 公共定价字段</a></li>
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<li class="toctree-l2"><a class="reference internal" href="system%20settings.html#id5">0.4 定价结果及希腊值</a></li>
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<li class="toctree-l2"><a class="reference internal" href="system%20settings.html#id6">0.5 自定义观察日的设置</a></li>
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</ul>
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</li>
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<li class="toctree-l1"><a class="reference internal" href="european.html">第1章 欧式期权</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="european.html#id4">1.1 收益结构</a></li>
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<li class="toctree-l2"><a class="reference internal" href="european.html#id5">1.2 欧式期权定价</a></li>
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<li class="toctree-l2"><a class="reference internal" href="european.html#derivagem">1.3 系统定价结果与DerivaGem定价结果比较</a></li>
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<li class="toctree-l2"><a class="reference internal" href="european.html#id10">1.4 本案例的定价参数对应到定价公式</a></li>
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</ul>
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</li>
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<li class="toctree-l1"><a class="reference internal" href="american.html">第2章 美式期权</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="american.html#id3">2.1 收益结构</a></li>
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<li class="toctree-l2"><a class="reference internal" href="american.html#id4">2.2 美式期权定价</a></li>
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<li class="toctree-l2"><a class="reference internal" href="american.html#id9">2.3 本案例的定价参数对应到定价公式</a></li>
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</ul>
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</li>
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<li class="toctree-l1"><a class="reference internal" href="asian.html">第3章 亚式期权</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="asian.html#id6">3.1 固定行权价欧式行权</a></li>
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<li class="toctree-l2"><a class="reference internal" href="asian.html#id12">3.2 浮动行权价欧式行权</a></li>
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<li class="toctree-l2"><a class="reference internal" href="asian.html#id17">3.3 固定行权价美式行权</a></li>
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</ul>
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</li>
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<li class="toctree-l1"><a class="reference internal" href="binary.html">第4章 二元期权</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="binary.html#id3">4.1 二元期权收益</a></li>
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<li class="toctree-l2"><a class="reference internal" href="binary.html#id6">4.2 欧式二元期权定价</a></li>
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<li class="toctree-l2"><a class="reference internal" href="binary.html#uponetouch">4.3 美式二元期权(UpOneTouch)</a></li>
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<li class="toctree-l2"><a class="reference internal" href="binary.html#downonetouch">4.4 美式二元期权(DownOneTouch)</a></li>
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<li class="toctree-l2"><a class="reference internal" href="binary.html#upnotouch">4.5 美式二元期权(UpNoTouch)</a></li>
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<li class="toctree-l2"><a class="reference internal" href="binary.html#downnotouch">4.6 美式二元期权(DownNoTouch)</a></li>
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<li class="toctree-l2"><a class="reference internal" href="binary.html#doubleonetouch">4.7 美式二元期权(DoubleOneTouch)</a></li>
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<li class="toctree-l2"><a class="reference internal" href="binary.html#doublenotouch">4.8 美式二元期权(DoubleNoTouch)</a></li>
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</ul>
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</li>
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<li class="toctree-l1"><a class="reference internal" href="barrier.html">第5章 障碍期权</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="barrier.html#id4">5.1 单障碍期权</a></li>
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<li class="toctree-l2"><a class="reference internal" href="barrier.html#id9">5.2 双障碍期权</a></li>
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</ul>
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</li>
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<li class="toctree-l1"><a class="reference internal" href="snowball.html">第6章 雪球期权</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="snowball.html#id2">6.1 雪球结构</a></li>
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<li class="toctree-l2"><a class="reference internal" href="snowball.html#id3">6.2 雪球期权定价</a></li>
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</ul>
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</li>
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<li class="toctree-l1"><a class="reference internal" href="phoenix.html">第7章 凤凰期权</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="phoenix.html#id2">7.1 凤凰结构</a></li>
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<li class="toctree-l2"><a class="reference internal" href="phoenix.html#id3">7.2 定价演示</a></li>
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</ul>
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</li>
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<li class="toctree-l1"><a class="reference internal" href="airbag.html">第8章 气囊结构</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="airbag.html#id2">8.1 收益结构</a></li>
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<li class="toctree-l2"><a class="reference internal" href="airbag.html#id5">8.2 气囊结构定价</a></li>
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</ul>
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</li>
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<li class="toctree-l1"><a class="reference internal" href="shuangsha.html">第9章 双鲨期权</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="shuangsha.html#id2">9.1 收益结构</a></li>
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<li class="toctree-l2"><a class="reference internal" href="shuangsha.html#id3">9.2 双鲨期权定价</a></li>
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</ul>
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</li>
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<li class="toctree-l1"><a class="reference internal" href="rangeaccrual.html">第10章 区间累积期权</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="rangeaccrual.html#id2">10.1 收益结构</a></li>
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<li class="toctree-l2"><a class="reference internal" href="rangeaccrual.html#id3">10.2 区间累积期权定价</a></li>
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</ul>
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</li>
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<li class="toctree-l1"><a class="reference internal" href="greeks.html">附录1:希腊值</a><ul>
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<li class="toctree-l2"><a class="reference internal" href="greeks.html#id2">1.定价页面希腊值的含义</a></li>
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<li class="toctree-l2"><a class="reference internal" href="greeks.html#id3">2.定价系统中希腊字母的计算方法</a></li>
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</ul>
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</li>
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<li class="toctree-l1"><a class="reference internal" href="model.html">附录2:期权定价方法概述</a></li>
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</ul>
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