RestrictionsonOptionsPrices(衍生金融工具人民.pptxVIP

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RestrictionsonOptionsPrices(衍生金融工具人民.pptx

Lecture # 6: ;;;·??????? Introduction;;·??????? Notation;·??????? Basic Intuition;·??????? Basic arbitrage relations:;;;;·??????? More Arbitrage Bounds for Options on Non-Dividend-Paying Stocks:;;;;;;;·??????? Put-Call Parity for Non-dividend-paying stocks;;;;·??????? Effects of Dividends on the Arbitrage Restrictions:;;;;;;;;;;·??????? Summary

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