Weekend does not affect the value of options' prices. Even it does, the options' price will price in the period of weekend.作者: seagal 时间: 2011-10-31 13:58
回复 seagal
Weekend does not affect the value of options' prices. Even it does, the options' p ...
day_trade 发表于 2011-10-31 13:50
兄弟不玩options吧?作者: day_trade 时间: 2011-10-31 14:02
If you go to interview in WS and tell them this, they will not hire and you ask you to go back to read some book first.作者: day_trade 时间: 2011-10-31 14:07
there are a lot of models to consider the weekend effect of derivatives' price but in most cases, the weekend effect is tiny.作者: 黄老泻 时间: 2011-10-31 15:24