作者dshih (史老哥)
看板CFAiafeFSA
標題Re: [問題] 關於期權定價的問題
時間Fri Aug 12 04:25:21 2005
※ 引述《whabcdefg (wh)》之銘言：
: it is about option pricing,
: how to interpret the following statement intuitively not quantitatively:
: the higher the call price the higher interest rate
: while the lower the put price the higher the interest rate
: 3x all
take a retrospect look of the late 90's
expensive calls/ cheaper puts
-> expectation of equity moving higher (stocks going up)
-> strong economy
-> good inflation
-> rates goes higher (fed keeps raising)
--
※ 發信站: 批踢踢實業坊(ptt.cc)
◆ From: 67.87.248.178