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动态金融~~~~期权~~敏感性分析
1 个回复 - 1541 次查看
1、对CRR或EQP或三叉树(ITT)等方法的期权定价函数或敏感性参数分析函数(选Asian、Lookback等各类期权均可),分析其方法和流程,并写学习心得2、选择任意有期权的股票的任意时间段(港股美股的就行),用Financial ...
2012-8-30 23:22 - mayuqi - 金融学(理论版)
求大神帮忙看看啊【动态金融定价——欧式期权】
5 个回复 - 1482 次查看
Calcaluta the price of a 3-month European put option on a stock with a strike price of 50 when the current stock price is 50 and a dividend of 1.5 is expected in 2 month. Also assume the risk-free int ...
2014-5-25 09:43 - 你造吗我宣你 - 金融学(理论版)
动态金融定价——欧式期权
0 个回复 - 1484 次查看
Calcaluta the price of a 3-month European put option on a stock with a strike price of 50 when the current stock price is 50 and a dividend of 1.5 is expected in 2 month. Also assume the risk-free int ...
2014-5-24 09:59 - 你造吗我宣你 - 金融学(理论版)