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杨木木 · 2019年05月04日

AB明白,请问C怎么理解

问题如下图:

    

选项:

A.

B.

C.

解释:


AB明白,请问C怎么理解,讲义里有明确提到和C一样的定义吗?

1 个答案
已采纳答案

包包_品职助教 · 2019年05月05日

同学你好,C的意思是衍生品的价值与标的资产和利率有关。

这个我们可以从计算衍生品价值的公司看出来:V与标的资产价格St和无风险利率Rf有关。

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A为什么错?

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