作者SourLime ()
看板CFAiafeFSA
標題[心得] 有沒有人在用Aectex SOA FM2007 Fall?
時間Thu Oct 11 10:27:26 2007
這本書有一個地方,我覺得觀念有問題.
我已經寄給作者了,
就是有關M10-24, strangle的觀念.
而原文書"Derivatives Markets"page78提及,"To reduce the premium, you can buy
out-of-money options rather than at-the-money options."
而Actex卻說是buy an out of money out and in the money call.
但是wikipedia卻說,"involve the simultaneous buying of a slightly
out-of-the-money put and a slightly out-of-the-money call of the same
underlying security and expiration date"
以圖的概念為準,應該是wiki還有原文書對,大家認為呢?
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※ 編輯: SourLime 來自: 61.216.82.235 (10/11 10:42)
1F：→ SourLime:作者回信,告訴我說,他是取自另一本書.其實Strangle定義 10/12 10:57
2F：→ SourLime:並不明確 10/12 10:58