文档详情

【2017年整理】个股期权模拟题.doc

发布:2017-05-04约7.33千字共6页下载文档
文本预览下载声明
.?úè¨?ò·????ü?ú?úè¨μ??úè??′DDμ??úè¨?D×?£¨£? A£??àê??úè¨ B.?·ê??úè¨ C.è?1o?úè¨ D.è?1á?úè¨ 2?¢±??ò?a2?μ???ò×??μ?ê?£¨ )?£ ????3?1éê?ò?£??μμí3?1é3é±? ò??ü????????3?3?óD1é?± ?μμí??3?1é?±μ?3é±? ?a3?óDμ?1é?±ìá1?±£?? 3?¢±£??2???μ???ò×??μ?ê?£¨ )?£ ?a3¤?ú3?1éìá1??ì?ú??????μ?±£?? ò???????????3?3?óDμ?1é?± ?a±êμ?1é?±????é???′?à′μ??eê§ìá1?±£?? ?a?úè¨o???????é???′?à′μ??eê§ìá1?±£?? 4. ?úè¨o???μ???ò×????±?3??a£¨£? A?¢DDè¨???? B?¢è¨à??e C?¢?′DD???? D?¢?á???? 5. ò?°?à′?μ£??ú????ì??t2?±?μ??é??????×??úè¨áù?üμ??úê±??£??úè¨μ?ê±???? ?죨 £? ?£ A?¢?e?¥±?′ó B?¢±£3?2?±? C?¢ê????aá? D?¢?e?¥±?D? 6?¢?31é?±????ê? 39 ?a£???ò?????oóμ??ú?¢DDè¨?????a 40 ?aμ?è?1o?úè¨???? ?a 1.2 ?a£??ò11?¨±??ò?a2?2???μ?3é±?ê?£¨ )?a?£ 40.2 37.8 38.8 41.2 7?¢?3í?×ê??3?óD 10000 1é?D1ú??°21é?±£?è?1???í?×ê???£í??aê??D3?1é?¨á¢ ±£??2???×éo?£???ó|??è?o?2ù×÷£? £¨?D1ú??°2?úè¨o???μ¥???a 1000£? ?òè? 10 ???D1ú??°2è?1o?úè¨ ??3? 10 ???D1ú??°2è?1o?úè¨ ?òè? 10 ???D1ú??°2è?1á?úè¨ ??3? 10 ???D1ú??°2è?1á?úè¨ 8. è?1o?úè¨?òè??a2?ê±£?μ??úè?óˉ?÷??oaμ?μ?1é??ê?£¨ £? ?£ DDè¨????+?§??μ?è¨à??e DDè¨???? ?§??μ?è¨à??e DDè¨????-?§??μ?è¨à??e 9. è?1o?úè¨?òè??a2?£??ò·??áê?o???μ?·?ê?2?°üਣ¨ £? ?£ DDè¨ ??2? ·??úè¨à? ??3?±êμ??¤èˉ 10. è?1o?úè¨?òè??a2?μ?×?′ó?eê§ê?£¨ £? ?£ è¨à??e è¨à??e+DDè¨???? DDè¨????-è¨à??e 1é?±????±??ˉ??2?+è¨à??e 11. è?1á?úè¨?òè??a2?£? £¨ £? ?£ ?eê§óD?T£?ê?ò?óD?T ?eê§óD?T£?ê?ò??T?T ?eê§?T?T£?ê?ò?óD?T ?eê§?T?T£?ê?ò??T?T 12. ?ü??D?ê???£¨ £? ?£ ê?ò?D?·?′óμ?í?ê±£?·???D?ò2·?′ó ê?ò?D?·?′óμ?í?ê±£?·???D???D? ê?ò?D???D?μ?í?ê±£?·???D?·?′ó ò?é??μ·¨?ù2??? 13. ??óúí?ò?±êμ??¤èˉ£?ò????????úè¨μ? delta ×?′ó£¨ £? ?£ ???μè?1o?úè¨ êμ?μè?1o?úè¨ Dé?μè?1o?úè¨ ??ò??ù 14. è?1o?úè¨μ???í·£¨£? ?£ óμóD?ò訣??§??è¨à??e ??DDò???£??§??è¨à??e ??DDò???£???μ?è¨à??e óμóD??訣??§??è¨à??e 15. í?×ê???¤??±êμ??¤èˉ?ì?ú?ú2??á′ó·ùé???£??£í?í¨1y??ò×?úè¨???óê? ò?,?aê±í?×ê???éò?????μ?2???ê?£¨ £? ?£ ×??à1é?±è?1á?úè¨ ×???1é?±è?1o?úè¨ ×???1é?±è?1á?úè¨ ×??à1é?±è?1o?úè¨ 16. ×???1é?±è?1o?ú訣? £¨ £? ?£ ?eê§óD?T£?ê?ò?óD?T ?eê§?T?T£?ê?ò?
显示全部
相似文档