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一一 · 2018年05月15日

cfa二级 derivative课后第四题

  1. CFA II
  2. Derivative
题目直接问了 value  可是我没有看到关于小t的时间描述  并且我理解S0=112.10   St=112 不知道是否正确呢  谢谢！
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品职辅导员_小明 · 2018年05月15日

题干中已经描述了T已经持有了头寸了，说明已经过了0时刻了，然后又说了头寸还有三个月到期，所以是t求value，ST=112.1，S0=112                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          

一一 · 2018年05月15日

谢谢森威～辛苦了

品职辅导员_小明 · 2018年05月16日

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