柴同學(xué)
2021-03-11 13:07可以用S*(1+U/2)*e的(4%*0.5)次方嗎?
所屬:FRM Part I > Financial Markets and Products 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個(gè)回答
Adam助教
2021-03-11 14:09
該回答已被題主采納
同學(xué)你好,不可以。
storage cost of 12.0% per annum while the riskless rate is 4.0%, both compounded continuously.
注意是兩個(gè)利率都是compounded continuously。
所以只能e^[(r+u)*0.5]
