作者Engedi (ＮＴ补完计画 )
看板CFAiafeFSA
标题Re: [问题] 请教一个债券的问题~
时间Wed Nov 12 13:23:19 2008
※ 引述《eddit (爱迪特)》之铭言：
: 这题是在Schweser Study Notes Book 5 p.160
: Q: Bond A has an embedded option,a nominal yield spread to treasuries of 1.6%,
: a z-spread of 1.4%, and an OAS of 1.2%.
: 那麽这一个embedded option会是call or put?
: 个人以为是 call option,但是解答说是put，还麻烦大家为我解解惑^^"
: thx!
之前被我同学问过了(版上好像也有)
请爱用官方网站
http://www.schweser.com/news/notes_updates.php?show_book=Book%205
Page: 163 - Correction
The answer to #10 should be D. The fact that the OAS is less than the
zero-volatility spread for Bond A, suggests it has a call feature, not a put
feature. ( Posted: 2008-01-04)
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1F：推 eddit:thank u~ 11/18 10:58