期權(quán) 期貨以及其他衍生品-預(yù)覽頁
【正文】 ith cont p Options, Futures, and Other Derivatives, 5th edition 169。 2021 by John C. Hull Properties of Stock Option Prices Chapter 8 Options, Futures, and Other Derivatives, 5th edition 169。 2021 by John C. Hull Calls: An Arbitrage Opportunity? ? Suppose that c = 3 S0 = 20 T = 1 r = 10% K = 18 D = 0 ? Is there an arbitrage opportunity? Options, Futures, and Other Derivatives, 5th edition 169。 2021 by John C. Hull Lower Bound for European Put Prices。 2021 by John C. Hull Arbitrage Opportunities ? Suppose that c = 3 S0 = 31 T = r = 10% K =30 D = 0 ? What are the arbitrage possibilities when p = ? p = 1 ? Options, Futures, and Other Derivatives, 5th edition 169。 K = 60。 T = 。 2021 by John C. Hull Extensions of PutCall Parity ? American options
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