免費 The Valuation of Stock Index Option

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

The Valuation of Stock Index Option
by Menachem Brenner, Georges Courtadon and Marti Subrahmanyam

In this paper, the authors address three concerns in stock index valuation.
1. The irregular pattern of dividends on the index
2. The effect of interest rate volatility
3. The underlying asset, the index option, is not directly traded

stock_index_options.pdf (1.43 MB)

2017-8-14 00:09:07 上传

Stock index options

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：Valuation Option Index Stock ATION

谢谢分享

martinnyj 发表于 2017-8-14 00:09
The Valuation of Stock Index Option
by Menachem Brenner, Georges Courtadon and Marti Subrahmanyam
...

顶一下，感谢分享！

楼主好人一生平安！