标题: [求助]为什么FRA等同与long a call interest option and short a put interest opt [打印本页]
作者: hsz1118 时间: 2009-9-6 15:39 标题: [求助]为什么FRA等同与long a call interest option and short a put interest opt
为什么FRA等同与long a call interest option and short a put interest option???
而不是说等同与short a call interest option and long a put interest option?
作者: 胡老师 时间: 2009-9-15 15:23
FRA实际上是个远期，既有义务也有权利，收益是对称的，而一个远期必须两个期权，call and put复制，即两者的报酬是一致的
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