标题: [原创]Snythetic position [打印本页]

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作者: mar350    时间: 2013-10-9 15:01     标题: [原创]Snythetic position

請問snythetic risk free position是否等於 short future,buy spot (買現貨不需要short bond?)
       snythetic stock position 等於long risk free, Long future?

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作者: 胡老师    时间: 2013-10-9 15:18

snythetic risk free position是指拥有现货然后 short futures （你说long spot，short futures也ok）


       snythetic stock position是long risk free assets, Long futures

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