Study of Agricultural Product Options Pricing

2017 3rd International Conference on Applied Materials and Manufacturing Technology

Hong, Qiu^1

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

关键词: Agricultural productions;    Market risks;    Option contracts;    Option markets;    Option trading;    Options pricing;    Transaction cost;   

Others  :  https://iopscience.iop.org/article/10.1088/1757-899X/242/1/012094/pdf
DOI  :  10.1088/1757-899X/242/1/012094

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. The agricultural production and management of agricultural products are confronted with many risks, especially the market risks. Option contract is the object of option market transaction, so it is very important to study the option contract of agricultural products. Option trading separates the risk and profit, so that the trader can avoid the risk while retaining the opportunity to obtain income. The option has the characteristics of low transaction cost, simple and efficient, so it is suitable for small and medium investors.