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文件名称：期权、及其他衍生产品：波动率微笑与看涨看跌期权平价关系.pptx
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更新时间：2026-04-03
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文档摘要
Options,Futures,andOtherDerivatives,4thedition?1999byJohnC.Hull17.1VolatilitySmilesand
Alternativesto
Black-Scholes
Chapter17
Options,Futures,andOtherDerivatives,4thedition?1999byJohnC.Hull17.2Put-CallParityArgumentsPut-callparityp+S0e-qT=c+Xe–rTholdsregardlessoftheassumptionsmadeaboutthestockpricedistributionItfollowsthatthecalloptionpricingerrorcausedbyusingthewrongdistributionisthesameastheputoptionpricingerrorwhenbothhavethesamestrikepriceandmaturity
Options,Futures,andOtherDerivatives,4thedition?1