期权期货及其衍产品约翰赫尔官方课件.pptVIP

Put-Call Parity Results Options, Futures, and Other Derivatives, 8th Edition, Copyright ? John C. Hull 2012 * Summary of Key Results from Chapters 16 and 17 We can treat stock indices, currencies, and futures like a stock paying a dividend yield of q For stock indices, q is average dividend yield on the index over the option life For currencies, q = r? For futures, q = r Options, Futures, and Other Derivatives, 8th Edition, Copyright ? John C. Hull 2012 * * * * * * * * * * * * * * * * * * * * * * * * * * * * * Options, Futures, and Other Derivatives, 8th Edition, Copyright ? John