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- UID
- 223414
- 帖子
- 347
- 主题
- 11
- 注册时间
- 2011-7-11
- 最后登录
- 2014-8-6
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ataf, what you are quoting is value of free call option with interest rate changes. There is no argument on that, it will go down as interest rates go up.
What we are discussing is value of Embedded call option with interest rate changes.
Can you quote a relationship between value of Embedded call option with changes in Interest Rates in L1 text? |
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发表于 2011-7-11 19:32
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