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Black-Scholes-MertonInputS30标的价格q0%分红率S*30.00调整后标的价格——请勿输入K30.00行权价T0.50到期时间(365天年)r5.00%无风险利率sigma20.00%波动率Calculationd10.2475d20.1061N(d1)0.5977N(-d1)0.4023N(d2)0.5422N(-d2)0.4578欧式看涨期权2.07欧式看跌期权1.33Put-callparitycheckC+PV(K)P+S*31.3331.33CorrectPrice
本文标题:期权定价模型BSM
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