We discuss ways to determine the dividend yield accurately. We use traded options to determine the implied dividend yield. Specifically, if the options are of European-style exercise, then we can use the put-call parity to create a synthetic single stock future. http://tech.harbourfronts.com/how-to-determine-implied-dividend-yield-derivative-valuation-in-excel/
Información
- Programa
- Publicado6 de marzo de 2021, 21:29 UTC
- Duración3 min
- ClasificaciónApto