國立臺灣大學資訊工程學系Chen, I-YuanI-YuanChen2006-09-272018-07-052006-09-272018-07-052003http://ntur.lib.ntu.edu.tw//handle/246246/20060927122849117830A derivative(or derivative security) is a financial instrument whose value depends on the value of other, more basic underlying variables, such as bonds or stocks. A stock option is a right to buy or sell a stock by a certain date for a certain price. The price in the contract is known as the exercise price or strike price; the date in the contract is known as the expiration date or maturity.application/pdf237970 bytesapplication/pdfzh-TWreporthttp://ntur.lib.ntu.edu.tw/bitstream/246246/20060927122849117830/1/thesis_r89075.pdf