Research on Agricultural Product Options Pricing Based on Lévy Copula

2017 3rd International Conference on Energy, Environment and Materials Science

能源学;生态环境科学;材料科学

Qiu, Hong^1

School of Economy and Management, Tianjin University of Science and Technology, Tianjin, China^1

关键词: Agriculture development;    Financial managements;    Market risks;    Modern agricultures;    Option trading;    Options pricing;    Support policy;   

Others  :  https://iopscience.iop.org/article/10.1088/1755-1315/94/1/012121/pdf
DOI  :  10.1088/1755-1315/94/1/012121

来源: IOP

【 摘 要 】

China is a large agricultural country, and the healthy development of agriculture is related to the stability of the whole society. With the advancement of modern agriculture and the expansion of agricultural scale, the demand for farmers to avoid market risks is increasingly urgent. Option trading has the effect of attracting farmers' intervention, promoting order agriculture development, perfecting agricultural support policy and promoting the development of agricultural futures market. Relative to the futures, the option transaction because the margin is low, reducing the trader's entry threshold, you can make more small and medium investors to participate. This is not only active in the futures market, but also for many small and medium investors to provide effective financial management tools.