ڻгУȨΪһڹߣΪͶṩ˶ķչֶΡȻȨӯ㷽Ͷ˵ҪĽϸȨӯļ㷽Ͷ߸õȨĺҪ㡣 һȨӯĻ ȨӯҪȡȨʱڼֵڿȨCall Optionʱʲ۸ȨۣȨ߽ӯ֮ʲ۸ȨۣȨֵʧȨѡڿȨPut Option෴ Ȩӯļ㹫ʽ 1. Ȩӯ ӯ = Max(0, ʲ۸ - Ȩ) - Ȩ 2. Ȩӯ ӯ = Max(0, Ȩ - ʲ۸) - Ȩ УMaxʾȡеĽϴֵȷӯΪֵ Ȩӯʵ Ͷ߹һȨΪ50ԪĿȨȨΪ2Ԫʱʲ۸Ϊ55Ԫ ݹʽ㣺 ӯ = Max(0, 55 - 50) - 2 = 5 - 2 = 3Ԫ ζͶȨл3Ԫӯ ġȨӯӰ Ȩӯܱʲ۸Ȩ۵Ӱ죬ܵȨѡʱֵʵصӰ졣ͶڽȨʱҪۺϿЩأΪͶʾߡ 塢Ȩӯķչ ȨнϸߵĸܸЧӦ˷չΪҪͶ߿ֹͨ㡢ɢͶʡʹȨϲԵȷʽͷգȷͶʰȫ ֮Ȩӯļ㷽ͶڻгнЧĻͨЩ֪ʶͶ߿ԸŵزȨףʵʲֵ Ȩ ӯ㹫ʽ ӰȨ ӯ = Max(0, ʲ۸ - Ȩ) - Ȩ ʲ۸ȨۡȨѡʱֵ Ȩ ӯ = Max(0, Ȩ - ʲ۸) - Ȩ ʲ۸ȨۡȨѡʱֵ ͨͶ߿ؿͬȨӯ㷽ҪӰأӶʵʽΪǵѡ α༭ǿ HF013 (责任编辑:) |