期权作为一种衍生金融工具，是在原生金融工具的基础上发展出来的，它的收益变化可以由其他金融工具的组合构造出来。
因此，期权的定价可以由以下方式进行：
(1)构造一个收益状况与期权相同的，由其他金融资产构成的资产组合;
(2)根据金融市场上的“无套利”原则，期权的价值一定与上述资产组合的价值相等。
期权定价的方法
(1)Black—Scholes公式
(2)二项式定价方法
(3)风险中性定价方法
(4)鞅定价方法等
》》FRM备考资料推荐：FRM一二级电子版资料
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