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- UID
- 217812
- 帖子
- 300
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- 2011-5-24
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- 2012-9-12
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For the put call parity question, you don't substract the PV of dividends, you're mixing 2 different concepts - forward valuation and put-call parity relationship.
What the CFA did that boggles me was to take the 6 month risk free rate (0.5%) instead of the 12 months rate (1%) for the calculation. |
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发表于 2011-7-13 15:09
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