以下是引用123oui在2008-6-9 3:36:00的发言:第二题,是问american put的下线可能是greater than 0 or ____ 理论答案是min(0,X-S),可选答案是 a.0 b instrinic value c ex price minus present value of stock price d stock price mnus ex price i think d. was stock price minus the PRESENT VALUE of ex price. so the answer should be b. INTRINSIC VALUE. did anyone remember this question? |