關於期權定價的問題 - 金融分析師

※ 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


K is excercise price at maturity time

K*e^(-r*t) use interest rate to discount K to now

when r is higher then K is lower

and call = max(s-k,0) more valuable , put=max(k-s,0) less valuable.

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