麻烦大家帮帮忙了

Dekenstr 发表于 2012-9-10 11:29
This is the put-call parity on stocks with known future dividends.

Choose the K where the immedia ...

它那个看跌期权的最低执行价怎么看呢？谢谢解释哈呢

wujinga 发表于 2012-9-10 13:19
意思应该是一样的，但是你的这个答案也是D：70吗

它那个看跌期权的最低执行价怎么看呢，还要用到平价公式丫

i think the question somehow should rephrase to

" the similar american put is priced as the european put as per above, what is the minimum strike price to allow for arbitrage?"

so the answer is D.

please correct me if i'm wrong.

Dekenstr 发表于 2012-9-10 11:28
马来西亚华人？

A stock is trading at 30. Its continuous dividend yield is 8%.

yes, i'm malaysia chinese.

wujinga 发表于 2012-9-10 18:04
它那个看跌期权的最低执行价怎么看呢，还要用到平价公式丫

这可能就是传说中的精神分裂吧。。。

schizophrenia