解析 即外币看涨期权。它是指,期权的买方预测,自己将购买的币种的外汇将会涨价,如现在按较低价格买进则会占压资金,于是,他便向期权卖方支付一定数量的保险费,取得在特定时间按协定价格向期权卖方买进一定数量外汇的权利。届时,该币种外汇的汇价果真上涨,期权的买方就行使其权利。这样,期权的买方通过买进看涨期权,把合同相关货币汇价上涨的风险转移给了期权卖...
A third hedging technique is the use of currency options, which come in two forms: (1) a currency call option allows for the purchase of a specified currency at a specified exchange rate within a specified expiration, (2) acurrency put optionallows for the sale of a specified currency at...
Call Option and Put Option A call option provides the buyer with the right to buy a currency at the strike price. A put option provides the buyer with the right to sell a currency at the strike price. Buying a call on USD is the same as buying a put on the CAD because in both ca...
Whenever one buys one currency one simultaneously sells another, so a call option on one currency is simultaneously a put option on another currency. This chapter explains that option values can be decomposed as the combination of intrinsic value and time value. The intrinsic value of a currency...
网络权利即汇率买权;货币看涨期权 网络释义
There are two main types of currency options: call options and put options. Call options:A call option grants the holder the right to buy a specified amount of a foreign currency at the predetermined strike price within the specified time period. Call options are typically used by investors wh...
Currency option Currency Overlay Currency overvaluation Currency Pair Currency put option Currency reserves Currency revaluation Currency risk Currency risk sharing Currency selection currency swap Currency trading currency translation Currenex current account Current account balance current asset current assets Curre...
currency futures calls and currency futures puts. A currency futures call option gives the buyer the right, but not the obligation, to buy a particular currency futures contract at a specified price at any time during the life of the option. A currency futures put option 有二货币未来选择的类...
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1.6 If the put-implied volatility is too high relative to call-implied volatility, you would devise alongrisk-reversal strategyby shorting the out-of-the-money put option and go long the out-of-the-money call option. This strategy would be implemented to benefit from an implied volatility ske...