dataAmericanOption.csv
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下载链接:
https://doi.org/10.7910/DVN/UKXP4X
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资源简介:
For a time-series of two days, February, 2nd and February, 5th, 2018, the data set contains end-of-day bid and ask prices of 80 plain vanilla, at-the-money American put and call options on the S&P500, or rather the SPDR S&P 500 ETF Trust, an exchange traded fund replicating the S&P500, with maturities ranging from about 3 to 8 month. The option prices were obtained from the Chicago Board Options Exchange via a Bloomberg Terminal.
创建时间:
2018-08-19



