← 返回数学题库
4593数理金融简单数值题short

Martingale Carry Inference 3

题目

A stock has spot 90 and 1-year discounted risk-neutral expectation E[e^{-rT}S_T] = 88.218. What continuous dividend yield q is implied?

解题计时

0:00

提交作答时记录,用于后续平均用时统计。

你的答案