这个记住就好了。再想不明白，就看corporate finance里的option那章，或者一些讲derevatives的书。
简单说，euro call option's value is max（0， St-K*exp(-rt)). if the option is OTM/ATM, then it's worth at least 0 (not accounting for its time value); if it is ITM, then its intrinsic value should be St-present value of K, ignoring its time value.
[此贴子已经被作者于2009-3-23 5:45:34编辑过] | 
发表于 2009-2-26 00:01
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