Hi all, Reading the Hull's book, it says when pricing the options on S&P 500, I need to take into consideration of the continuously compounded dividend yields. Where do I obtain the historical data for the dividend yields of S&P 500? Could that be obtained from Yahoo finance? And in real time trading, where do I obtain that number for real time? Thanks!
Current dividend yield info for the S&P 500, Nasdaq 100 and DJIA are available at http://www.indexarb.com/dividendAnalysis.html .
Thanks a lot! That solves the problem of finding current index dividend yield on SP500... But where are the historical dividend yields?