4619数理金融简单数值题short
Replication Inversion 4
题目
If a one-step replicating portfolio has current option price 19.5728, S_0 = 120, and Delta = 0.6, what bond holding B is implied?
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提交作答时记录，用于后续平均用时统计。
你的答案
题目
If a one-step replicating portfolio has current option price 19.5728, S_0 = 120, and Delta = 0.6, what bond holding B 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