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场外期权定价及其应用研究                                  * / &



                 !!表 #%                    不带期权信息 /<A>B 对冲损益表

                                           A
                     A
                        _
                                 A
                   >QCD @YC@ A  >QCD JGEYD  >QCD !DBBD 期权日损益 期货日损益 组合日损益 累积损益
                                 (
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                       .
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                                                                 +
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                                                                  +
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                                                                                       *
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                       -
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                                                                  .
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                                                      /
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                                                                 (
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                                 *
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                                                      +
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                                                                 +
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                    (+,%$%    !$,$#$-"   !$,$$$$"    $,#&//    !$,#(%/"   !$,$%.("   !$,.(."
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