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3#
发表于 2011-7-13 17:02
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Just remember this:
P +S0 = C + X/(1+r).
This is the put-call parity.
If the left side is < the right side, buy the left side, and sell the right side.
If the left side is > the right side, sell the left side, and buy the right side.
In your example, put under priced: buy the left side, and sell the right side.
In your example, put over priced: sell the left side, and buy the right side.. |
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