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32. 標的股票不支付股息之歐式及美式買權價格關係,何者為正確?(A)歐式買權價大於美式買權價(B)歐式買權價等於美式買權價(C)歐式買權價小於美式買權價(D)歐式買權價小於或等於美式買權價
問題詳情
32. 標的股票不支付股息之歐式及美式買權價格關係,何者為正確?
(A)歐式買權價大於美式買權價
(B)歐式買權價等於美式買權價
(C)歐式買權價小於美式買權價
(D)歐式買權價小於或等於美式買權價
參考答案
答案:B
難度:
計算中
-1
書單:
沒有書單,新增
上一篇 :
31. 當實際上股票報酬之波動性不確定且與股價成正比時,Black-Scholes 價格會如何?(A)低估價外買權與價內賣權之市場價(B)高估價外買權與價內賣權之市場價(C)低估價外買權且高估價內賣權
下一篇 :
33. 投資人欲利用現貨、期貨、遠期、及選擇權將所持有資產之 delta 及 gamma 中性化,則最少需要使用幾個選擇權?(A)0 個(B)1 個(C)2 個(D)3 個
資訊推薦
34. 以下何種 TAIFEX 期貨是以實物交割?(A)十年期政府公債期貨(B)30 天期利率期貨(C)黃金期貨(D)MSCI 臺指期貨
35. 有一個箱型價差由執行價為 20 與 30 之看多買權價差與相同執行價的看空賣權價差交易組成的,則該箱型價差在交易期初時之收支狀況為(A)支出大於或等於 10(B)支出小於 10(C)收入大於或
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