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- 2011-7-2
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- 2014-6-29
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1.为什么interest rate option是在期权到期之后一段时间再结算（不需要折现）的？（这样设定是为了什么） 而FRA却是在到期日结算（因此需要折现）To a interest rate option:The payment is made,not at option expiration,but at a future date corresponding to the term of the reference rate.To FRA(foward rate agreement):payoffs are made at the begining.
2."Option prices are more volatile than the price of the underlying stock."why? |
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发表于 2013-9-14 06:13
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