p********0
发帖数: 186 | 1 Professor mentioned option price is not 0, should be risk-free rate.
I think it should be 0 since you donot need to pay to get the stock, but
apparently I didnot get the point | A*****s
发帖数: 13748 | 2 What's the strike and what is the stock price?
These two prices matters
【在 p********0 的大作中提到】
: Professor mentioned option price is not 0, should be risk-free rate.
: I think it should be 0 since you donot need to pay to get the stock, but
: apparently I didnot get the point
| p******i
发帖数: 1358 | 3 unbelievable, you don't even know what you are asking... | s*****g
发帖数: 323 | 4 well, I thought this is usual for this board
【在 p******i 的大作中提到】
: unbelievable, you don't even know what you are asking...
| i********y
发帖数: 346 | 5 not quite sure what you are asking. Let's say we assume a stock price
remains unchanged in the next 3 months at price S and the strike price of a
European call option that will expire in 3 months is K. If S>K, the the
value of option is (S-K)exp(-r*0.25). If S
r is risk-free rate. These are based upon risk-neutral valuation.
【在 p********0 的大作中提到】
: Professor mentioned option price is not 0, should be risk-free rate.
: I think it should be 0 since you donot need to pay to get the stock, but
: apparently I didnot get the point
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