雞同學(xué)
2024-02-07 08:21是不是short risk reversal就是short call + long put?
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(gè)回答
Simon助教
2024-02-07 15:27
該回答已被題主采納
同學(xué),上午好
long risk reversal = long OTM call + short OTM put
short risk reversal = short OTM call + long OTM put
