|
- UID
- 223402
- 帖子
- 263
- 主题
- 11
- 注册时间
- 2011-7-11
- 最后登录
- 2014-8-6
|
As the risk free rate increase the price of a call option increase. the price of a PUT option decreases.
the value of the bond would decrease:
Vbond = vnoncallable - vcallable
as vcallable increases, vbond decreases.
Am I off on this, I thought this was an area I had down pretty well so I think I'm right. |
|
发表于 2011-7-11 19:32
|