作者icemaker3388 (瘦小鱼)
看板CFAiafeFSA
标题Re: [问题] 有关无风险利率对选择权价格影响的问题..
时间Tue Apr 24 09:10:58 2007
Sorry I can't type Chinese now.
The call price represents the benefit of not buying the underlying
stock right now.
For example, the call option allows you to buy the stock 3 months later,
then during this period, you can put the money in the bank and
earn risk-free interest.
Therefore the higher the risk-free rate, the more you benefit from the
call option. And therefore the option price should be more expensive.
: : 小妹读到选择权,书上写着"无风险利率与选择权的买权成正向关系"
: : 心中起了疑问,这麽想....
: : 如果无风险利率提高,不是会抑制投资的数量吗?
: : 股票不是应该下跌~ 然而现货与选择权价格有连动关系
: : 再看跌的情形之下,买权价格不是应该要下跌ㄇ...怎麽跟我想的不一样ㄋ
: : 有没有人可以指正我的错误观念呢?? 谢谢大家!!!!
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1F：→ yaberry:第一次觉得用英文来解释,比中文好董耶....谢谢!! 04/24 20:32
2F：推 baobei:i like this answer =) 05/13 03:52