{"blog_title":"yasuhisa's blog","blog_url":"https://www.yasuhisay.info/","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fwww.yasuhisay.info%2Fentry%2F20081029%2F1225255714\" title=\"Options, Futures, and Other Derivatives\u52c9\u5f37\u4f1a\u7b2c\u4e03\u56de - yasuhisa&#39;s blog\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","version":"1.0","type":"rich","url":"https://www.yasuhisay.info/entry/20081029/1225255714","author_url":"https://blog.hatena.ne.jp/syou6162/","image_url":null,"description":"\u4eca\u65e5\u304b\u3089\u7b2c\u4e94\u7ae0\u3060\u3088\u30fc\u3002\u307f\u3057\u3087\u30fc\u3060\u3088\u30fc(\u9055\u3002 \u5148\u6e21\u308a\u3068\u5148\u7269\u306e\u4fa1\u683c\u6c7a\u5b9a\u306b\u3064\u3044\u3066 \u6d88\u8cbb\u3059\u308b\u8cc7\u7523\u3068\u6295\u8cc7\u3059\u308b\u8cc7\u7523 \u7a7a\u58f2\u308a short selling \u81ea\u5206\u304c\u6240\u6709\u3057\u3066\u3044\u306a\u3044\u8a3c\u5238\u3092\u58f2\u308b \u9014\u4e2d\u3067\u8cb7\u3044\u623b\u3055\u306a\u3044\u3068\u3044\u3051\u306a\u3044 \u88c1\u5b9a\u6a5f\u4f1a\u304c\u3042\u308b\u304b\u3069\u3046\u304b S0=40\u3001F0=43\u3001r=0.05 43-40.5=2.5\u3067arbitrage\u304c\u767a\u751f\u3059\u308b \u4eca\u8cb7\u3063\u3066\u3001\u3042\u3068\u3067\u58f2\u308b\u3068\u3082\u3046\u3051\u308b \u7a7a\u58f2\u308a\u304c\u3067\u304d\u306a\u3044\u5834\u5408 \u672c\u5f53\u306b\u6301\u3063\u3066\u3044\u308b\u4eba\u304c\u3084\u308c\u3070\u3001\u3055\u3063\u304d\u306e\u516c\u5f0f\u306f\u307e\u3060\u3046\u307e\u304f\u884c\u304f\u3088 \u30b9\u30e9\u30a4\u30c9P10 \u30af\u30fc\u30dd\u30f3\u3068\u304b\u304c\u3042\u308b\u5834\u5408\u3082\u8003\u3048\u3066\u307f\u3088\u3046 I\u304c\u5229\u5b50\u3001\u5229\u606f \u30d7\u30e9\u30de\u30a4\u306e\u4e21\u65b9\u304c\u3042\u308b \u6559\u79d1\u66f8\u306e\u4f8b income\u306e\u52d5\u304d\u3092\u898b\u3066\u307f\u305f\u3044 \u73fe\u7269\u3092\u8cb7\u3063\u3066\u3001\u3042\u3068\u3067\u58f2\u308b S0=\u2026","width":"100%","published":"2008-10-29 13:48:34","provider_url":"https://hatena.blog","categories":["\u52c9\u5f37\u4f1a"],"author_name":"syou6162","title":"Options, Futures, and Other Derivatives\u52c9\u5f37\u4f1a\u7b2c\u4e03\u56de","height":"190","provider_name":"Hatena Blog"}