
-
FRM一级
包含FRM一级传统在线课程、通关课程及试题相关提问答疑;
专场人数:3417提问数量:63546
01.单选题 收藏 纠错 According to Put-Call parity, writing a put is like: A Buying a call, buying stock, and lending. B Writing a call, buying stock, and borrowing. C Writing a call, buying stock, and lending. D Writing a call, selling stock, and borrowing. 这里用买卖权平价定理,call+pvk=put+stock,-put=stock-call-pvk,-pvk这里怎么区分borrow还是lend?,按照英文理解不是lend么?
已回答





