趙同學
2024-01-14 15:15short otm call+long otm put也是risk reversal嗎,不是long call+short put才算嗎
所屬:CFA Level III > Derivatives and Currency 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
Simon助教
2024-01-15 09:36
該回答已被題主采納
同學,上午好。此處是short risk reversal(short risk reversal=long OTM put +short OTM call)。而long OTM call + short OTM put是long risk reversal
