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- 2011-7-11
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DILOM from in-the-money PUT
It is briefly said both in CFAI and schwasser that it is possible to calculate DILOM from a put option.
Unfortunately there is almost nothing about the method in the internet.
Does anybody know how to actually make this computation, any guidance or an example?
How do u calculate DILOM in absence of comparable data? |
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发表于 2011-7-11 19:44
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