5254金融与交易中等数值题short
Vertical Spread Bound Check 4
题目
Calls with strikes 110 and 120>110 are priced at 3.5 and 1. With annual rate 0.02 and maturity T=1, is the bull call spread price C(K1)-C(K2) inside its no-arbitrage bounds? Also report the bound interval.
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你的答案
is_inside_bounds
lower_bound
upper_bound