题目内容

假设某种不支付红利的股票的市价为25元,年波动率为25%,无风险利率为5%,该股票期权的协议价格为22元,有效期5个月。 (1)如果该期权为欧式看涨期权,求该期权的价格; (2)如果该期权为美式看涨期权,求该期权的价格; (3)如果该期权为欧式看跌期权,求该期权的价格; (4)用以上答案检验看涨、看跌期权平价。
参考答案:错误

查看答案
更多问题

South-East Asias low-cost airlines have gone from feast to famine. Cheap, short-haul, no-frills flying came【C1】______to the region, but people have【C2】______it eagerly. In just ten years,【C3】______the Centre for Asia Pacific Aviation(CAPA), a research firm in Sydney, low-cost carriers share of the regions aviation market has【C4】______from almost nothing to 58%. In Europe, where cheap airlines have been flying for much longer, Easy Jet and its fellows【C5】______only about 40% . Now South-East Asias skies are looking【C6】______ The rise of low-cost carriers reflects potential demand for flying in an increasingly【C7】______part of the world. This year another 12 such airlines may join the 47 already flying in the Asia-Pacific【C8】______This week it was【C9】______that Beijing is planning a new, $ 14 billion airport. In South-East Asia【C10】______has been particularly strong: many of its 600m people live in large archipelagic countries,【C11】______Indonesia and the Philippines, where flying is the easiest way to get around.【C12】______the worlds 15 busiest low-cost international【C13】______, nine are in South-East Asia. All this demand requires aeroplanes: CAPA says South-East Asia is the only region where there are more planes on order than in【C14】______fleets. 【C15】______, the expansion of airlines capacity seems to be getting ahead of the growth in demand. Some low-cost carriers are【C16】______to fill their seats. More luxurious airlines are feeling the trouble, too: this week Cathay Pacific said that【C17】______strong long-haul profits, competition from budget airlines was starting to【C18】______it on short-haul routes. Singapore Airlines expressed【C19】______worries earlier this month. Con Korfiatis, former boss of Jetstar Asia, the low-cost arm of Australias struggling Qantas,【C20】______that "the growth in the market will definitely be there, its just a matter of introducing too much capacity too soon. "
【C1】

A. early
B. quickly
C. late
D. easily

经过辊道、冷床、移送机和运输机等设备的人行通道,应修建天桥,桥宽不小于()m,两侧设不低于10.5m的防护栏杆。

A. 0.1
B. 0.2
C. 0.8
D. 0.6

以下不属于次声波特点的是()
A 频率低
B 频率高
C 波长长
D 穿透力强

假设消费者的效用函数为u(x,y)=ln(x0.5+y),同时消费者所面临的商品空间由商品x和商品Y构成。在二维的商品空间中,如果我们以y的数量为纵轴,以x的数量为横轴,那么消费者在此商品空间中的无差异曲线的斜率为()

A. -1/(2x0.5)
B. -(y+x0.5)/(2x)
C. -1/(2x0.5+1)
D. -(y+x0.5)/(2yx0.5)

答案查题题库