請教一個債券的問題~ - 金融分析師
By Hamiltion
at 2008-11-12T12:07
at 2008-11-12T12:07
Table of Contents
這題是在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%.
那麼這一個embedded option會是call or put?
個人以為是 call option,但是解答說是put，還麻煩大家為我解解惑^^"
thx!
--
ζ
ξ 我的意中人是個絕色大美女,終有一天她會騎著噴火的恐龍來嫁給我。
○- 但是，故事的結局...
<(╯ 我只看到了她的坐騎，卻沒看到它的主人。
■)﹥
--
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%.
那麼這一個embedded option會是call or put?
個人以為是 call option,但是解答說是put，還麻煩大家為我解解惑^^"
thx!
--
ζ
ξ 我的意中人是個絕色大美女,終有一天她會騎著噴火的恐龍來嫁給我。
○- 但是，故事的結局...
<(╯ 我只看到了她的坐騎，卻沒看到它的主人。
■)﹥
--
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