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- 2011-7-2
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- 2015-12-13
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potential credit risk = MV of the option.
the MV of the option already takes into account the spot and strike.
you have not paid the 96, so there is no credit risk there. But you have paid $6. If the option goes to 12 a month from now, then your potential creidt risk is 12. |
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发表于 2011-7-13 13:36
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