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- 2011-7-2
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Fixed Income Pop Quiz - credit options
PM of ABC company is worried that Company D will be downgraded and Company E will trade off due to poor financials (spread will get worse). What credit options are apppropriate:
a. buy a binary call option on Company D and a credit spread put option on company E
b. buy a binary put option on Company D and a credit spread put option on company E
c. buy a binary put option on Company D and a credit spread call option on company E |
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发表于 2011-7-11 15:20
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