李同学2019-04-09 19:10:06

22.单选题 已收藏 标记 纠错 Which of the following related to the payoff on an interest rate option is mostly correct? A is greater the higher the “strike” rate. B comes some period after option expiration. C comes only at exercise. 查看解析 上一题 下一题 正确答案B 您的答案A本题平均正确率：43% Option pricing-binomial model难度：一般 推荐：      答案解析 The payment of a long put increase as the strike rate increases, but will not for a call. There is only one payment and it comes after option expiration by the term of the underlying rate. 问：老师这道题是原版书后的题吗？是否超纲？基础课无涉及