kathy sham
2020-10-13 15:42Is callable bond equal to long a normal bond plus short a call option? How about a convertible bond , Are they the same? Long a long bond and also Short a call option ? Are the option same ?
所屬：FRM Part II > Credit Risk Measurement and Management 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Cindy助教
2020-10-14 13:36
該回答已被題主采納
同學(xué)你好，callable bond equal to long a normal bond plus short a call option,這里的call option的標(biāo)的資產(chǎn)是債券
convertible bond =Long a long bond and long a call option ，這里的call option的標(biāo)的資產(chǎn)是股票
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