作者icemaker3388 (瘦小魚)
看板CFAiafeFSA
標題Re: [問題] 有關無風險利率對選擇權價格影響的問題..
時間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.
: : 小妹讀到選擇權,書上寫著"無風險利率與選擇權的買權成正向關係"
: : 心中起了疑問,這麼想....
: : 如果無風險利率提高,不是會抑制投資的數量嗎?
: : 股票不是應該下跌~ 然而現貨與選擇權價格有連動關係
: : 再看跌的情形之下,買權價格不是應該要下跌ㄇ...怎麼跟我想的不一樣ㄋ
: : 有沒有人可以指正我的錯誤觀念呢?? 謝謝大家!!!!
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1F：→ yaberry:第一次覺得用英文來解釋,比中文好董耶....謝謝!! 04/24 20:32
2F：推 baobei:i like this answer =) 05/13 03:52