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※ 引述《whabcdefg (wh)》之銘言: : it is about option pricing, : how to interpret the following statement intuitively not quantitatively: : the higher the call price the higher interest rate : while the lower the put price the higher the interest rate : 3x all K is excercise price at maturity time K*e^(-r*t) use interest rate to discount K to now when r is higher then K is lower and call = max(s-k,0) more valuable , put=max(k-s,0) less valuable. -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 219.91.104.211