
- UID
- 223442
- 帖子
- 402
- 主题
- 11
- 注册时间
- 2011-7-11
- 最后登录
- 2016-4-19
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i am sorry, i still have trouble understanding this concept.
if there is more volatility, then the value of my security is less, because call option has more value and value is reduced.
so if there is more volatility, shouldn^t then my security become cheaper?? (in terms of spread)
but no, it gets more expensive, since OAS goes down? i jsut dont understand this! |
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