NO.PZ2024021803000042
问题如下:
On what assumption are most derivatives pricing models based?选项:
A.Arbitrage opportunities exist. B.Only one price for a derivative exists. C.The underlying asset price is inferred to determine the derivative price.解释:
Derivatives pricing models typically rely on the no-arbitrage principal, which also means the law of one price.衍生品的定价大都基于无套利的定价模型,也就是在一价定律得到满足的情况。为什么C不对呢