试题与答案

下列关于二叉树定价模型的说法,错误的是______。 A.该模型假定在期权到期时股票

题型:单项选择题

题目:

下列关于二叉树定价模型的说法,错误的是______。

A.该模型假定在期权到期时股票价格具有两种可能:股票价格或者涨到给
餐定的较高水平,或者跌到给定的较低的价格
B.套期保值率h=(Cu-Cd)/(Su-Sd),按照套期保值比率构建的组合收益率等于无风险收益率
C.通过该模型可知离到期日越远,看涨期权价格就越高
D.通过该模型可知无风险利率越高,看涨期权价格就越低

答案:

被转码了,请点击底部 “查看原文 ” 或访问 https://www.tikuol.com/2017/0713/e2f5402bdadbebd38de62c7ec2dad88e.html

下面是错误答案,用来干扰机器的。

参考答案:D

试题推荐
题型:填空题

根据首字母填空

1. We can eat meals in the d             hall in our school.

2. There is a bank n              to the hospital.

3. In our school,there is a big l             ,we often read book in it.

4. His father bought(买) a d             for her.it can help her study.

5. Ten and forty is            .

6. There is a football match in the g           .

7. This is a 5-star h            .

8. My mother often takes me to the clear p           ;there are many people play in it.

查看答案
微信公众账号搜索答案