關於熵的問題 - 期貨

By Puput
at 2008-08-01T08:59
at 2008-08-01T08:59
Table of Contents
1. 問題類別:
2. 問題描述:
小弟是玩認購權證起家的
真的是一種非常有魅力的金融商品
但是每次用BlackScholes試算
不論多空
低價股的權證
都低於BlackScholes試算價
高價股的
都遠高於BlackScholes試算價
有人能解釋這樣的現象嗎
還是大家有觀察到不同的現象哩
同理
大家是怎麼決定期指選擇權
權利金的適當價格
我要怎麼知道我是不是買貴了哩
先謝謝各位前輩解答
--
Tags:
期貨
All Comments

By Aaliyah
at 2008-08-06T04:07
at 2008-08-06T04:07

By Franklin
at 2008-08-07T06:53
at 2008-08-07T06:53

By Robert
at 2008-08-11T05:01
at 2008-08-11T05:01

By Valerie
at 2008-08-14T08:59
at 2008-08-14T08:59

By Mia
at 2008-08-17T06:40
at 2008-08-17T06:40

By Hazel
at 2008-08-21T12:38
at 2008-08-21T12:38

By Mia
at 2008-08-23T08:02
at 2008-08-23T08:02
Related Posts
網路下單 自家頻寬影響與否

By Ethan
at 2008-08-01T01:07
at 2008-08-01T01:07
8/1閒聊 八月新氣象~~~

By Jake
at 2008-08-01T00:00
at 2008-08-01T00:00
選擇權為什麼都是45度

By Freda
at 2008-07-31T21:35
at 2008-07-31T21:35
三大法人期權未平倉資料 2008/7/31

By Yuri
at 2008-07-31T20:40
at 2008-07-31T20:40
97-07-31 OI簡表

By Franklin
at 2008-07-31T19:00
at 2008-07-31T19:00