- UID
- 217996
- 帖子
- 345
- 主题
- 185
- 注册时间
- 2011-5-25
- 最后登录
- 2012-9-12
|
2#
发表于 2011-7-13 17:02
| 只看该作者
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.. |
|
