Prepayment option vs put option - 【CFA学习交流讨论】 - CFA论坛

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发表于 2011-7-11 18:38 | 显示全部帖子

a decrease in volatility would decrease the value of a put.

think of it this way. an investor WANTS to exercise the put option. and an increase of volatility increases that chance. a decrease in volatiltiy has the opposite affect

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