这道题我怎么感觉像没学过的知识点,完全不懂,麻烦老师讲解一下
问题如下图:
选项:
A.
B.
C.
解释:
NO.PZ2018062016000094问题如下Using one-periobinomimol, Jacalculateththe terminvalue of a stois $55, if the current priis $50, the size of up move is 1.25 ana wn move is 0.8. The probability of a wn move thJapickeis:A.0.50B.0.67C.0.33C is correct. The probability of up move is p, then the probability of a wn move is (1-p). the equation th(p)uS + (1 – p) = (p)×50×1.25+ (1 – p)×50×0.8 = 55. Solving the equation, p = 0.67, so (1-p) = 0.33.看不太懂讲解 我好像记得公式是nCxp(1-p)nx怎么感觉对不上
NO.PZ2018062016000094 0.67 0.33 C is correct. The probability of up move is p, then the probability of a wn move is (1-p). the equation th(p)uS + (1 – p) = (p)×50×1.25+ (1 – p)×50×0.8 = 55. Solving the equation, p = 0.67, so (1-p) = 0.33. 为什么这里的size move up要理解成1.25倍?英文的意思是涨1.25元啊
NO.PZ2018062016000094 同问,为什么均值是55?
又是一道题目和解析看不懂的题
从题目中能够得到金额50x1.25=62.5,以及50x0.8=40,以及选择上的机率是P,选择下降的机率是1-p。那么请问为什么可以把机率x金额(Px62.5+(1-p)x40)=第二级的金额(55)的不等式呢?我记得老师在课堂中只讲到,把第一级的机率X第二级的机率,然后把两组机率相加就是最终的probability,但是并没有提到实际乘以金额的方法。