期权期货与其他衍生产品第九版课后习题与答案chapter (26)

?轻摇红酒杯? 2024-05-24 09:34:44
最佳回答
chapter26exoticoptionspracticequestionsproblem26.1.explainthedifferencebetweenaforwardstartoptionandachooseroption.aforwardstartoption**anoptionthat**paidfornowbutwillstartatsometimeinthefuture.thestrikeprice**usuallyequaltothepriceoftheassetatthetimetheoptionstarts.achooseroption**anoptionwhere,atsometimeinthefuture,theholderchooseswhethertheoption**acalloraput.problem26.2.describethepayofffromaportfoliocons**tingofafloatinglookbackcallandafloatinglookbackputwiththesamematurity.afloatinglookbackcallprovidesapayoffofstsmin.afloatinglookbackputprovidesapayoffofsmaxst.acombinationofafloatinglookbackcallandafloatinglookbackputthereforeprovidesapayoffofsmaxsmin.problem26.3.considerachooseroptionwheretheholderhastherighttochoosebetweenaeuropeancallandaeuropeanputatanytimeduringatwo-yearperiod.thematuritydatesandstrikepricesforthecallsandputsarethesameregardlessofwhenthechoice**made.**iteveroptimaltomakethechoicebeforetheendofthetwo-yearperiod?explainyouranswer.no, 20210311
汇率兑换计算器

类似问答
汇率兑换计算器

热门推荐
热门问答
最新问答
推荐问答
新手帮助
常见问题
房贷计算器-九子财经 | 备案号: 桂ICP备19010581号-1 商务联系 企鹅:2790-680461

特别声明:本网为公益网站,人人都可发布,所有内容为会员自行上传发布",本站不承担任何法律责任,如内容有该作者著作权或违规内容,请联系我们清空删除。