問題詳情
1. 若個股選擇權之標的在選擇權到期日前不會發放股利,下列敘述何者正確?
(A)歐式買權價格等於美式買權價格
(B)歐式賣權價格等於美式賣權價格
(C)歐式買權價格高於美式買權價格
(D)歐式買權價格低於美式買權價格
(A)歐式買權價格等於美式買權價格
(B)歐式賣權價格等於美式賣權價格
(C)歐式買權價格高於美式買權價格
(D)歐式買權價格低於美式買權價格
參考答案
答案:A
難度:計算中-1
書單:沒有書單,新增
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