蝴蝶價差 - 金融業討論
By Gary
at 2019-08-20T22:40
at 2019-08-20T22:40
Table of Contents
https://i.imgur.com/pXGaIDl.jpg
想請問蝴蝶價差設定履約價K1+K3=2K2
如何推得買權價C1+C3>2C2
有想過用Black-Scholes 對k微2次要小於0
想請問還有其他方法或直觀嗎
--
想請問蝴蝶價差設定履約價K1+K3=2K2
如何推得買權價C1+C3>2C2
有想過用Black-Scholes 對k微2次要小於0
想請問還有其他方法或直觀嗎
--
Tags:
金融業
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