【摘要】 双曲密度分析法创造性地优化了传统的数学模型 ,它能更好地计算和预报实际的股票期权价格 .研究分两个部分 :理论上 ,讨论并分析了以往的股票期权计算数学模型的缺陷 ,进而讨论并介绍一种新的方法———双曲密度分析法 ,通过使用已往的经过股票市场验证的实际数值的检验 ,该方法具有明显的优势和良好的预测结果 ;模型设计上 ,将复杂的股票期权模型写入程序 ,并以市场真实数据进行模拟和测试 ,侧重于双曲密度分析法的理论层次上的讨论 .更多还原

【Abstract】 Hyperbolic density analysis is a creative method in stock option calculating system,which serves as an analytical tool to calculate and better predict stock option price,using optimized mathematical models.The project consists of two level approaches. On the theoretical level,it discusses the weakness of the previous mathematical finance model to the stock option calculating,and introduces hyperbolic distribution model which proves the real market option values predicting. On the implementation level,sophisticated stock option models are programmed into several online interfaces to simulate the real market date.更多还原