It was a smash hit. This dissertation firstly introduces the classic Balck-Scholes model for European style options and the binomial tree pricing model for American style options.

• 本论文从Black-Scholes经典期权定价模型和二项式期权定价模型入手，结合外汇期权自身特点，在Black-Scholes期权定价模型和二项式期权定价模型基础上推导出欧式外汇期权和美式外汇期权的定价公式。