现货期权

国际货币现货与期权市场联系研究

Research on the Linkage between Spot Market and Future Market of International Currency

文章研究了在现货市场和期权合约市场同时存在时，零售商采购的最优采购策略。

This article analyzes how the retailers utilize the advantage of spot market and option market to get the best procurement strategy .

然后提供了一种定量分析工具，甄别现货市场和期权机制中对最优期权采购量有影响的主要因素。

And then a quantitative analysis tool was provided to analyze the key factors in the best procurement strategy in the spot market and the option market .

基于此，本文建立了供电公司在合同市场、现货市场和期权市场间的购电组合模型，重点分析了有无期权、期权价格、期权敲定价格等因素对购电组合收益和风险的影响。

Based on this , an energy purchasing model is presented among contract market , day-ahead market and options market , and the research focus is put on the effects of options , option price and strike price on power portfolio profit and risk value .