开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

小鱼 · 2019年02月08日

你好，解题过程我都能看懂，但是我没懂为什么要三步？题目中没有提到啊？第二步不就可以行权了吗？已经超过200了呀

  1. CFA I
  2. Quantitative

问题如下图：

选项：

A.

B.

C.

解释：不理解为什么要三步？第二步不就超过200了吗？题目中要求超过三步吗

添加评论
1 个答案

菲菲_品职助教 · 2019年02月11日

同学你好，这道题目第一句话就说了，是一个three-step binomial tree，所以是题目要求要到第三步的。

  • 1

    回答

  • 0

    关注

  • 484

    浏览
相关问题

NO.PZ2017092702000095 问题如下 A call option on a stoinx is valueusing a three-step binomitree with up move thequals 1.05 ana wn move thequals 0.95. The current level of the inx is $190, anthe option exercise priis $200. If the option value is positive when the stopriexcee the exercise priexpiration an$0 otherwise, the number of terminnos with a positive payoff is: A.one. B.two. C.three. A is correct. Only the top no value of $219.9488 excee $200 题目中哪里确定的是 两层，即 先按照1.05 和0.95 先得到一层，然后再根据当前值 *1.05 得到了第三层的数据，就是怎么看出来第三层是terminal数据。

2022-12-01 13:19 1 · 回答

NO.PZ2017092702000095 问题如下 A call option on a stoinx is valueusing a three-step binomitree with up move thequals 1.05 ana wn move thequals 0.95. The current level of the inx is $190, anthe option exercise priis $200. If the option value is positive when the stopriexcee the exercise priexpiration an$0 otherwise, the number of terminnos with a positive payoff is: A.one. B.two. C.three. A is correct. Only the top no value of $219.9488 excee $200 来到第二次上涨的时候不是已经超过200了吗？这是向positive方向折了两次的意思吧？上课好像没详细讲到这东西怎么玩的，可以介绍一下吗

2022-11-03 20:45 2 · 回答

NO.PZ2017092702000095问题如下A call option on a stoinx is valueusing a three-step binomitree with up move thequals 1.05 ana wn move thequals 0.95. The current level of the inx is $190, anthe option exercise priis $200. If the option value is positive when the stopriexcee the exercise priexpiration an$0 otherwise, the number of terminnos with a positive payoff is:A.one.B.two.C.three.A is correct. Only the top no value of $219.9488 excee $200没有看明白答案中三叉树数字是怎么算出来的

2022-09-12 21:15 1 · 回答

NO.PZ2017092702000095 问题如下 A call option on a stoinx is valueusing a three-step binomitree with up move thequals 1.05 ana wn move thequals 0.95. The current level of the inx is $190, anthe option exercise priis $200. If the option value is positive when the stopriexcee the exercise priexpiration an$0 otherwise, the number of terminnos with a positive payoff is: A.one. B.two. C.three. A is correct. Only the top no value of $219.9488 excee $200 If the option value is positive when the stopriexcee the exercise priexpiration an$0 otherwise。这句话是什么意思，在题中、对解题起到了怎样的作用？

2022-09-11 13:13 1 · 回答

NO.PZ2017092702000095问题如下A call option on a stoinx is valueusing a three-step binomitree with up move thequals 1.05 ana wn move thequals 0.95. The current level of the inx is $190, anthe option exercise priis $200. If the option value is positive when the stopriexcee the exercise priexpiration an$0 otherwise, the number of terminnos with a positive payoff is:A.one.B.two.C.three.A is correct. Only the top no value of $219.9488 excee $200题干里面o otherwise是什么意思

2022-08-14 10:59 1 · 回答