作者whabcdefg (wh)
站内CFAiafeFSA
标题[问题] 关於期权定价的问题
时间Thu Aug 11 20:55:03 2005
it is about option pricing,
how to interpret the following statement intuitively not quantitatively:
the higher the call price the higher interest rate
while the lower the put price the higher the interest rate
3x all
--
※ 发信站: 批踢踢实业坊(ptt.cc)
◆ From: 218.224.191.94