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- UID
- 223400
- 帖子
- 317
- 主题
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- 注册时间
- 2011-7-11
- 最后登录
- 2014-8-2
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| under risk-neutral measure all assets are supposed to grow at the risk free rate. as the risk free rate goes up, assets are supposed to grow faster -> difference with the strike price is supposed to increase for calls -> call price goes up. similarly, put price goes down. |
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发表于 2011-7-13 17:09
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