1. 運用 Black-Scholes 選擇權定價,在風險中立機率(Risk-Neutral Probability)情境下,歐式買權於到
期日時處於價內(In the Money)之機率為何?
(A)N(d1)
(B) N(d2)
(C) N(-d1)
(D) N(-d2)
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統計: A(4), B(14), C(0), D(3), E(0) #1785714
統計: A(4), B(14), C(0), D(3), E(0) #1785714