一道金融经济学题目求助
The stock price is 100. There are tree European call options in the market, with the strike price K and the option price C respectively
K 95 100 105
C 20 15 10
assume no dividends issued by stocks.
Is there ...一道金融经济学题目求助
The stock price is 100. There are tree European call options in the market, with the strike price K and the option price C respectively
K 95 100 105
C 20 15 10
assume no dividends issued by stocks.
Is there an arbitrage opportunity in the market and why?
翻译
某股票价格为100。市场上有三种欧式看涨期权,下面两行分别是协议价格K和期权价格C。
K 95 100 105
C 20 15 10
假设该股票不发股利。
题中所说的情况是否存在套利的情况?
遇到这个问题,本人非金融专业学生,实在不太明白。
望高人速速指点 给出解题过程
。谢谢!!!展开 |
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