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Quant版 - [合集] black-scholes 能用来price bond option吗?
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相关话题的讨论汇总
话题: sat话题: jun话题: bond话题: yfh话题: price
进入Quant版参与讨论
1 (共1页)
r*****t
发帖数: 286
1
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yfh (简单略过了) 于 (Sat Jun 2 10:57:04 2007) 提到:
我感觉不行呀
谢谢
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scarface (人生犹如一场电影) 于 (Sat Jun 2 11:30:28 2007) 提到:
yeah, u can.

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yfh (简单略过了) 于 (Sat Jun 2 12:26:07 2007) 提到:
I am alittle confused:
Does bond price follow a log-normal distribution?
Alternatively, does the volatility of the bond price remain approxmately
constant over a period of time?
1 (共1页)
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[合集] volatility不影响risk preference么?问个volatility surface的问题
相关话题的讨论汇总
话题: sat话题: jun话题: bond话题: yfh话题: price