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题目有问题吗?Product A-3 和 Product B 有关? RRS feed

  • 问题

  • 根据题目,

    Product A  
    (Assume dividend 
    yield=3.31%)

    1. Asian Call selling at premium of $1.05 with fixed strike at $33.
    2. Lookback call with floating strike. Premium=$4.03.
    3. Up-and-out Call. Premium = $0.81. Strike=$33 Option knocks out if Product B exceeds $35 before expiration.  

    Product A-3 option knocks out 当B超过35美元??求官方解释。谢谢!

    2011年10月25日 3:30

答案