Re: [問題] 關於期權定價的問題
看板CFAiafeFSA (精算師/基金經理人/銀行家)作者dshih (史老哥)時間20年前 (2005/08/12 04:14)推噓0(0推 0噓 0→)留言0則, 0人參與討論串2/3 (看更多)
※ 引述《whabcdefg (wh)》之銘言：
: it is about option pricing,
: how to interpret the following statement intuitively not quantitatively:
: the higher the call price the higher interest rate
: while the lower the put price the higher the interest rate
: 3x all
take a retrospect look of the late 90's
expensive calls/ cheaper puts
-> expectation of equity moving higher (stocks going up)
-> strong economy
-> good inflation
-> rates goes higher (fed keeps raising)
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