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- UID
- 222304
- 帖子
- 402
- 主题
- 6
- 注册时间
- 2011-7-2
- 最后登录
- 2016-8-13
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deriv108 Wrote:
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> How about a "credit spread option"?
>
> Does the owner still have some credit risk while
> buying the option to hedge the credit risk?
people that are long options always bear credit risk so the answer is 'yes'. |
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发表于 2011-7-13 17:14
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