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小鱼 · 2019年02月08日

你好，解题过程我都能看懂，但是我没懂为什么要三步？题目中没有提到啊？第二步不就可以行权了吗？已经超过200了呀

  1. CFA I
  2. Quantitative

问题如下图：

选项：

A.

B.

C.

解释：不理解为什么要三步？第二步不就超过200了吗？题目中要求超过三步吗

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1 个答案

菲菲_品职助教 · 2019年02月11日

同学你好，这道题目第一句话就说了，是一个three-step binomial tree，所以是题目要求要到第三步的。

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