曹同学2023-08-08 08:51:15
老师,volatility这部分麻烦重新讲解,视频没听懂
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Simon2023-08-08 10:29:53
同学,上午好。买option相当于买volatility,卖option相当于卖volatility
Callable bond = pure bond + short call,卖出call,相当于卖出volatility
putable bond = pure bond + long put, 买入put,相当于买volatility
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