根据我国证监会批准，从2019 年12 月23 日开始，深圳证券交易所上市了嘉实沪深300ETF 期权。在期权交易中，及时准确的定价和对希腊字母的估计尤为重要，具有丰富的现实意义。 本文首先介绍了嘉实沪深300ETF 及其期权的基本信息，并选取了一定的时间跨度进行研究。在简要介绍了Black-Scholes 期权定价模型后，又对蒙特卡罗以及拟蒙特卡罗两种模拟方法进行了介绍，而后分别使用了上面三种方法对期权的价格进行计算并将结果与市场上的交易情况进行对比。而后分别介绍了希腊字母的估计理论和亚式期权相关理论，将其运用于嘉实沪深300ETF 期权，取得了良好的效果。

With the approval of China Securities Regulatory Commission, Shenzhen Stock Exchange began to list Jiashi CSI 300etf options on December 23, 2019. In the option trading,it is very important to make a timely and accurate price and estimate the Greek alphabet,which has rich practical significance. Firstly, this thesis introduces the basic information of Jiashi CSI 300etf and its options,and selects a certain time span for research. After a brief introduction of BlackScholes option pricing model and Monte Carlo and Quasi Monte Carlo simulation methods,the options are priced by three methods respectively and compared with the marketprice. Then it introduces the estimation theory of Greek alphabet and the Asian optiontheory respectively, and applies them to Jiashi Shanghai and Shenzhen 300 ETF options,achieving good results.