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标题: L2-Fixed Income concept [打印本页]

作者: burnsy562000    时间: 2013-8-11 12:42     标题: L2-Fixed Income concept

Can you explain the impact on below when interest rate volativity increase?

1. the value of the embedded short call on the bond
2. the value of the embedded put on the bond
3. the value of the embedded call on the stock
4. the value of the embedded put on the stock
5. the value of the convertable bond

Thank you.




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