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- 2011-7-2
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Exchange-traded put options hedge
Exchange-traded put options is suppose to hedge an increase in pension liabilities.
How are we supposed to know that interest rate puts are based on short-term rates in general?! And thus, are not a good way of hedging pension liabilities due to the maturity mismatch.
Did you know that? And in which LOS is it stated? |
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发表于 2011-7-11 19:53
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