Drink H · 2020年02月24日
问题如下：
What is the formula for the risk-neutral probability of an upward movement in the case of (a) a stock index, (b) a currency, and (c) a futures price?
解释：
(a) Replace by where q is the dividend yield on the index.
(b) Replace by where rr is the foreign riskfree rate.
(c) Replace by 1.
公式错了吧？应该去掉根号吧？另外，futures的为什么是1呢？NO.PZ2020021205000052 问题如下 Whis the formula for the risk-neutrprobability of upwarmovement in the case of (a stoinx, (a currency, an(a futures price? (Replaer△te^{r\triangle t}er△t e(r−q)△te^{(r-q)\triangle t}e(r−q)△t where q is the vinyielon the inx.(Replaer△te^{r\triangle t}er△t e(r−rf)△te^{(r-r_f)\triangle t}e(r−rf)△t where rr is the foreign riskfree rate.(Replaer△te^{r\triangle t}er△t 1. 如题，谢谢！
NO.PZ2020021205000052问题如下Whis the formula for the risk-neutrprobability of upwarmovement in the case of (a stoinx, (a currency, an(a futures price? (Replaer△te^{r\triangle t}er△t e(r−q)△te^{(r-q)\triangle t}e(r−q)△t where q is the vinyielon the inx.(Replaer△te^{r\triangle t}er△t e(r−rf)△te^{(r-r_f)\triangle t}e(r−rf)△t where rr is the foreign riskfree rate.(Replaer△te^{r\triangle t}er△t 1.老师好，关于第二个，如果是外汇的话能不能举个例子？
