1.An equity call option and an equity putoption have identical exercise prices. Does this mean that they will have identicalpremiums? If yes, why will they have identical premiums? If not, why won’t theyhave identical premiums? Hoe does your answer change if the underlying stockpays a dividend? Please explain in detail.
2.Please explain in detail the reason for theDV01 characteristics of the fixed and floating legs of apay-fixed-receive-floating interest rate swap with a five year tenor. | 
发表于 2012-12-13 15:09
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