问题如下:
A stock price is currently 50. Its volatility is 20% per annum. The risk-free rate is 4% per annum with continuous compounding. what is the value of a European put option with a strike price of 48? Check that put-call parity holds.
解释:
As the following tree shows, the value of the put option is 1.561. Put-call parity holds because:
老师好,这题看不到图片。而且求买卖平价公式是指什么?