The section 2is financial option pricing theory. It mainly elaborates theorybasis of option price. It includes Black?Scholes model and Cox-Ross-Rubinstein model, then, expands Black-Scholes model.

• 第二章 金融期权定价理论，主要阐述期权定价的理论依据，包括布莱克--斯科尔斯模型和二项式期权定价模型，并对布莱克--斯克尔斯模型进行了扩展；