作者dshih (史老哥)
看板CFAiafeFSA
标题Re: [问题] 关於期权定价的问题
时间Fri Aug 12 04:25:21 2005
※ 引述《whabcdefg (wh)》之铭言：
: 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
take a retrospect look of the late 90's
expensive calls/ cheaper puts
-> expectation of equity moving higher (stocks going up)
-> strong economy
-> good inflation
-> rates goes higher (fed keeps raising)
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