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- UID
- 223460
- 帖子
- 322
- 主题
- 9
- 注册时间
- 2011-7-11
- 最后登录
- 2014-8-7
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| So how do you calculate the risk neutral probabilities if they give you the size of the up move as a percent? Let's say the size of an up move is 40% for example? It doesn't work to use the formula I have which is 1+Rf-D/U - D |
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发表于 2011-7-11 19:59
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