Tuesday, November 12, 2013
Monday, November 4, 2013
Formula
<html>
<head>
<title>Goc toi</title>
</head>
<body>
<p>hello world</p>
</body>
</html>
S
u = 1 + up%
d = 1 - down%
X
Su = S x u
Sd = S x d
Cu = Max(0, Su - X)
Cd = Max(0, Sd - X)
p = (1 + rf - d)/ (u - d)
C = (p x Cu + (1-p)Cd)/ (1 + rf)
h = (Cu - Cd)/ (Su - Sd)
Danh muc hieu qua:
Mua h cổ phiếu
Bán n quyền chọn bán
Danh muc phi rui ro khi V = Vu = Vd
V = h x S - C
<head>
<title>Goc toi</title>
</head>
<body>
<p>hello world</p>
</body>
</html>
S
u = 1 + up%
d = 1 - down%
X
Su = S x u
Sd = S x d
Cu = Max(0, Su - X)
Cd = Max(0, Sd - X)
p = (1 + rf - d)/ (u - d)
C = (p x Cu + (1-p)Cd)/ (1 + rf)
h = (Cu - Cd)/ (Su - Sd)
Danh muc hieu qua:
Mua h cổ phiếu
Bán n quyền chọn bán
Danh muc phi rui ro khi V = Vu = Vd
V = h x S - C
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