192****4472
2021-08-26 00:26166題,Compared to an otherwise identical European put option, one that has a longer time to expiration may be worth less than the put that is nearer to expiration. 麻煩老師從英語(yǔ)閱讀理解角度講解下這個(gè)句子,尤其是請(qǐng)十分具體和詳細(xì)地說(shuō)一下它是拿一個(gè)什么東西和一個(gè)什么東西在作比較,謝謝!
所屬:CFA Level I > Derivatives 視頻位置 相關(guān)試題
來(lái)源: 視頻位置 相關(guān)試題
1個(gè)回答
Evian, CFA助教
2021-08-26 19:59
該回答已被題主采納
同學(xué)└(^o^)┘你好,
題目問(wèn)的是歐式看跌期權(quán)“價(jià)值”和“到期時(shí)間”的關(guān)系:
Compared to an otherwise identical European put option, one that has a longer time to expiration may be worth less than the put that is nearer to expiration.
Compared to an otherwise identical European put option,
通過(guò)對(duì)比一些歐式看跌期權(quán)合約(具有相同的性質(zhì),例如X執(zhí)行價(jià)格和波動(dòng)率等)
one that has a longer time to expiration
(前者)其中一個(gè)到期時(shí)間更長(zhǎng)的看跌期權(quán)合約
may be worth less than
可能比(后者)便宜
the put that is nearer to expiration.
一個(gè)接近到期時(shí)間的看跌期權(quán)合約
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