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- UID
- 222324
- 帖子
- 403
- 主题
- 7
- 注册时间
- 2011-7-2
- 最后登录
- 2015-11-28
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Paraguay Wrote:
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> jorgeam86 Wrote:
> --------------------------------------------------
> -----
> > Pm section of Schweser exam 3 vol. 1 had a
> > question on this.
>
> That was one of the worst questions I have ever
> seen.
>
> Selling a payer swaption actually creates both
> market and cash flow risk.
I know I re-read the question 3 times bc it didnt make any sense to sell the payer swaption. |
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发表于 2011-7-13 11:47
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