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发表于 2011-10-31 13:50 | 显示全部帖子
回复 4# seagal

Weekend does not affect the value of options' prices.  Even it does, the options' price will price in the period of weekend.

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day_trade

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发表于 2011-10-31 14:02 | 显示全部帖子
If you go to interview in WS and tell them this, they will not hire and you ask you to go back to read some book first.

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day_trade

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发表于 2011-10-31 14:07 | 显示全部帖子
there are a lot of models to consider the weekend effect of derivatives' price but in most cases, the weekend effect is tiny.

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