来自：FRM > 一级 > 估值与风险模型 2022-10-10 09:28
老师 这道题Nd1 和 Nd2 可不可以帮忙带一下公式
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吴海怡
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485天前
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吴海怡
提问
5
上次登录
485天前
liuxuyao 2022-10-10 16:07
致精进的你:
同学，这个题目题干是The current price of a stock is $25. A put option with a $20 strike price that expires in six months is available. N(d1) = 0.9737 and N(d2) = 0.9651. If the underlying stock exhibits an annual standard deviation of 25%, and the current continuously compounded risk-free rate is 4.25%, the Black-Scholes-Merton value of the put is closest to，N(d1) = 0.9737和N(d2) = 0.9651是已知条件哈，印刷可能出问题了
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