d**s
发帖数: 920 | 1 Hi,
People in this group is quite knowledge, so please allow me to throw this
question.
If there are two stocks: A and B, and an index C is created to track the
average of A and B, C = 1/2(A + B).
Assume, A, B, C all have options, then what is the relation of these three
options ? Assume option price for A is a, B is b, C is c, what is the
relation
of a, b, c ?
Is c = a + b ?
Will the relation be different for call, put or other types ?
Thanks in advance.
(Is there any book to cover this topic ? | J*****n
发帖数: 4859 | | l*****i
发帖数: 3929 | 3 麻烦先把英语好好练练
【在 d**s 的大作中提到】
: Hi,
: People in this group is quite knowledge, so please allow me to throw this
: question.
: If there are two stocks: A and B, and an index C is created to track the
: average of A and B, C = 1/2(A + B).
: Assume, A, B, C all have options, then what is the relation of these three
: options ? Assume option price for A is a, B is b, C is c, what is the
: relation
: of a, b, c ?
: Is c = a + b ?
| a***x
发帖数: 26368 | 4 你现在居然比俺还不奶四.
this
three
【在 l*****i 的大作中提到】
: 麻烦先把英语好好练练
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