以下是引用tommyyxh在2010-6-7 18:03:00的发言：
你去看过书了？ 信口开河？
书Volume 5 page 310 Implementation
自己去读读：
If a hedging decision is necessary because an investor faces an increasing volatiloty in exchange rates and doesn't have a clear view of the direction of change, currency options are a natural strategy.
...
When the direction of currency movement is clearly forecasted, currency futures provide a cheaper hedge.
你说的书上有这个题目，把书号，页书报出来，我去看看！！！！
[此贴子已经被作者于2010-6-7 18:11:15编辑过]
这孩子，真执着。我昨天还翻来着，书后有一个题目。说ABCD四种人都是用了option啊forward呀什么的，然后问下面有四种情形，是哪种match。no view的就是forwad来着。还有uncertain是which direction啊什么的是用option。 | 
发表于 2010-6-7 22:56
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