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- UID
- 217793
- 帖子
- 262
- 主题
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- 注册时间
- 2011-5-24
- 最后登录
- 2012-9-12
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> if the writer "wins", it just means that the holder will not exercise so the max value to the
> writer of a swaption should always be zero?
like janakisri says, yes that is true, aside from the initial premium. After collecting the premium, your maximum gain is zero. |
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发表于 2011-7-11 19:39
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