關於期權定價的問題 - 金融分析師

Table of Contents

※ 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)

--

All Comments