第4篇 選擇權報酬分配與獲利機率
4-1 選擇權到期報酬率之機率密度函數...................................................................171
4-2 選擇權到期報酬率之累積分配函數...................................................................179
4-3 選擇權之到期報酬率計算....................................................................................185
4-4 選擇權之預期報酬率計算....................................................................................197
4-5 選擇權持有至到期時報酬之變異數計算方式.................................................209
4-6 選擇權報酬之高階動差.........................................................................................213
第5篇 買方賣方各有擁護者──正反意見分析
5-1 前言............................................................................................................................221
5-2 選擇權買賣雙方—支持與反對者意見...............................................................224
5-3 台指選擇權獲利機率之分析.................................................................................228
5-4 選擇權之預期報酬率..............................................................................................255
5-5 選擇權操作 賣方為贏家的釋義............................................................................261
5-6 風險控管──選擇權交易成功的關鍵..................................................................267
第6篇 選擇權之定價方法
6-1 前言............................................................................................................................278
6-2 股價隨機過程的選擇..............................................................................................285
6-3 Black-Scholes-Merton模式...............................................................................291
6-4 風險中立下之評價方法.........................................................................................299
6-5 股票現金股利的影響..............................................................................................300
6-6 股價指數選擇權......................................................................................................302
6-7 外匯選擇權（Foreign Exchange Options，FX Options）......................308
6-8 期貨選擇權（Futures Options）......................................................................312