|
- UID
- 223427
- 帖子
- 239
- 主题
- 8
- 注册时间
- 2011-7-11
- 最后登录
- 2014-8-7
|
| In risk-neutral world, all assets grow on average with the same risk-free rate. If interest rates go up, the underlying asset is expected to grow more. Therefore, call option price goes up. Does that help? |
|
发表于 2011-7-11 19:21
|