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- UID
- 223442
- 帖子
- 402
- 主题
- 11
- 注册时间
- 2011-7-11
- 最后登录
- 2016-4-19
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| They used the 6 month rate for the risk free rate because you're pricing a 6 month option...You should match the durations similar to using T-Bills for money market based valuations and using T-Bonds in Capital Budgeting...same principle isn't it? |
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发表于 2011-7-13 15:09
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