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\u53e6\u5916\uff0c\u57fa\u9ede\u4e5f\u53ef\u4ee5\u662f\u7528\u4f86\u4ea4\u6613\u7684\u8b8a\u6578\u3002\u5f88\u591arelative value traders\u90fd\u559c\u6b61\u900f\u904e\u9810\u6e2c\u57fa\u9ede\u7b49\u50f9\u5dee\u7684\u5347\u8dcc\u7372\u5229\uff0c\u4f8b\u5982\u6307\u6578\u671f\u8ca8\u57fa\u9ede\u7a81\u7136\u8b8a0\uff0c\u5927\u6236\u5f88\u559c\u6b61\u6cbd\u7a7a\u57fa\u9ede\u535a\u57fa\u9ede\u4e0b\u964d\uff0c\u6240\u4ee5\u6703\u6cbd\u7a7a\u671f\u8ca8\u540c\u6642\u8cb7\u5165\u73fe\u8ca8\uff0c\u5f85\u57fa\u9ede\u4e0b\u8dcc\u5f8c\u7372\u5229\uff0c\u4e26\u4e0d\u6703\u7b49\u5230\u5230\u671f\u65e5\u3002 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\u7092\u671f\u9650\u7d50\u69cb\uff0c\u5c31\u662f\u7092\u4e0a\u8ff0\u66f2\u7dda\u7684\u5f62\u72c0\u3002\u5047\u5982\u4f60\u767c\u73fe\u6307\u6578\u8fd1\u6708\u50f9\u6bd4\u9060\u6708\u50f9\u4f4e\uff0c\u5c31\u53ef\u4ee5\u8cb7\u5165\u8fd1\u6708\u5408\u7d04\uff0c\u540c\u6642\u6cbd\u7a7a\u9060\u6708\u5408\u7d04\uff0c\u535a\u66f2\u7dda\u5f62\u72c0\u5747\u503c\u56de\u6b78\u3002 \u4ee5\u4e0a\u7b56\u7565\u90fd\u662f\u5e02\u5834\u4e2d\u6027\uff0c\u56e0\u70ba\u5e02\u5834\u98a8\u96aa\u57fa\u672c\u4e0a\u88ab\u5b8c\u5168\u5c0d\u6c96\uff0c\u5e02\u6cc1\u5927\u6f32\u5927\u8dcc\u4e5f\u4e8b\u4e0d\u95dc\u5df1\u3002\u53ef\u4ee5\u57f7\u884c\u7b56\u7565\u7684\u524d\u63d0\uff0c\u662f\u719f\u6089\u4e0d\u540c\u8cc7\u7522\u7684\u671f\u8ca8\u5de5\u5177\u904b\u7528\u3002 \u5e0c\u671b\u5927\u5bb6\u7092\u91ce\u4e0d\u518d\u4fb7\u9650\u65bc\u8cb7\u4e0a\u843d\u7684\u601d\u7dad\uff0c\u8981\u4ee5\u5168\u5c40\u89c0\u61c9\u5c0d\u3002 \uff08\u9084\u5dee\u5927\u5bb62\u7bc7\u5c08\u6b04\uff0c\u9019\u661f\u671f\u5167\u6211\u9ede\u90fd\u6703\u6b7b\u5230\u51fa\u9ece\u4ffe\u5927\u5bb6\uff0c\u591a\u8b1d\u5fcd\u8010\uff01\uff09 Reference: Options, Futures and Other Derivatives, John C. Hull"}