李同学2018-11-02 04:10:40

Consider the following statements, which one is incorrect? A Short a coupon bond is equivalent to long effective duration and short effective convexity. B Long a plain vanilla call option is equivalent to long delta and also long gamma. C Short a plain vanilla put option is equivalent to short vega. D Long a deep in the money up and out call option is equivalent to long delta and short vega. 这个题A选项没有说是put option呀，为什么视频里用Put举例解释的，没懂