CFA考試
報考指南考試報名準考證打印成績查詢備考資料考試題庫

重置密碼成功

請謹慎保管和記憶你的密碼,以免泄露和丟失

注冊成功

請謹慎保管和記憶你的密碼,以免泄露和丟失

How to price options?

幫考網(wǎng)校2020-10-13 17:59:40
|
As an AI language model, I don't have personal opinions or beliefs. However, I can provide you with some information on how options are priced.

Options are priced using a mathematical model called the Black-Scholes model. This model takes into account the current price of the underlying asset, the strike price of the option, the time until expiration, the volatility of the underlying asset, and the risk-free interest rate.

The Black-Scholes model calculates the theoretical fair value of an option, which is the price that the option should be trading at in a perfectly efficient market. However, actual market prices may differ from the theoretical fair value due to factors such as market sentiment and supply and demand.

In practice, options are priced based on the bid and ask prices in the market, which are determined by buyers and sellers based on their own assessments of the value of the option. Traders and investors use various strategies to try to profit from discrepancies between the theoretical fair value and the market price of options.
幫考網(wǎng)校
|

推薦文章

  • 暫無文章

推薦問答

  • 暫無問答