[心得] 有沒有人在用Aectex SOA FM2007 Fall?

看板CFAiafeFSA (精算師/基金經理人/銀行家)作者時間18年前 (2007/10/11 10:27), 編輯推噓0(002)
留言2則, 1人參與, 最新討論串1/1
這本書有一個地方,我覺得觀念有問題. 我已經寄給作者了, 就是有關M10-24, strangle的觀念. 而原文書"Derivatives Markets"page78提及,"To reduce the premium, you can buy out-of-money options rather than at-the-money options." 而Actex卻說是buy an out of money out and in the money call. 但是wikipedia卻說,"involve the simultaneous buying of a slightly out-of-the-money put and a slightly out-of-the-money call of the same underlying security and expiration date" 以圖的概念為準,應該是wiki還有原文書對,大家認為呢? -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 61.216.82.235 ※ 編輯: SourLime 來自: 61.216.82.235 (10/11 10:42)

10/12 10:57, , 1F
作者回信,告訴我說,他是取自另一本書.其實Strangle定義
10/12 10:57, 1F

10/12 10:58, , 2F
並不明確
10/12 10:58, 2F
文章代碼(AID): #173OeGEL (CFAiafeFSA)
文章代碼(AID): #173OeGEL (CFAiafeFSA)