Usebenzisa imodeli yamanani entengo ye-Black and Scholes, lesi sibali sakha amanani ama-theory nezinketho zama-European call bese ubeka izinketho.
Lesi sibali senzelwe izinjongo zokufundisa kuphela
Lesi sibali sisebenzisa ifomula iBlack-Scholes ukubala intengo yenketho yokubeka, uma kunikezwa isikhathi senketho sokuvuthwa nentengo yesiteleka, ukuntengantenga nentengo yendawo yesitoko esingaphansi, kanye nezinga lokubuya okungenangozi.
- Ungahlela umphumela eshadini
- Ayikho i-inthanethi edingekayo
- Buyekeza ngokuzenzakalela ekushintsheni noma yikuphi ukufaka
Bala inani lokukhetha lokuhweba nge-delta, gamma, vega, amanani we-theta akhonjisiwe.
Kubuyekezwe ngo-
Feb 4, 2014