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标题: DILOM from in-the-money PUT [打印本页]

作者: meghanjackson    时间: 2011-7-11 19:44     标题: 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?
作者: Swanand    时间: 2011-7-11 19:44

Whats a DILOM?
作者: yalo    时间: 2011-7-11 19:44

Hey bud -

google protective put DLOM




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