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- UID
- 223400
- 帖子
- 317
- 主题
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- 2011-7-11
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- 2014-8-2
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| and im sure that there is a proper answer…which looks at int rate volatility and values the put/call option more mathematically (like the BS does for equity options) than we need for this purpose…i think for now we can just keep it simple and view it as moves to either infinity or 0… |
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发表于 2013-4-8 19:25
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