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wosmomo · 2019年10月21日

问一道题:NO.PZ2016082404000013

lifted什么意思?取消了?

问题如下图:

    

选项:

A.

B.

C.

D.

解释:



1 个答案
已采纳答案

品职答疑小助手雍 · 2019年10月21日

同学你好,这里是提前平仓的意思,提前结束这个头寸。

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NO.PZ2016082404000013 问题如下 Unr which scenario is basis risk likely to exist?   A hee (whiwinitially matcheto the maturity of the unrlying) is liftebefore expiration.   The correlation of the unrlying anthe hee vehicle is less thone antheir volatilities are unequal.   The unrlying instrument anthe hee vehicle are ssimilar.   All of the above are correct. ANSWER: D Basis risk occurs if movements in the value of the cash anheepositions not offset each other perfectly. This chappen if the instruments are ssimilor if the correlation is not unity. Even with similinstruments, if the hee is lifted before the maturity of the unrlying, there is some basis risk. 都已经提前平仓了,为什么还会存在基差风险,万一是ATM的时候平仓的呢

2023-04-13 19:38 1 · 回答

NO.PZ2016082404000013问题如下 Unr which scenario is basis risk likely to exist?   A hee (whiwinitially matcheto the maturity of the unrlying) is liftebefore expiration.   The correlation of the unrlying anthe hee vehicle is less thone antheir volatilities are unequal.   The unrlying instrument anthe hee vehicle are ssimilar.   All of the above are correct. ANSWER: D Basis risk occurs if movements in the value of the cash anheepositions not offset each other perfectly. This chappen if the instruments are ssimilor if the correlation is not unity. Even with similinstruments, if the hee is lifted before the maturity of the unrlying, there is some basis risk. 基差风险存在于两者不同到期日不同种类不同价格。

2023-04-11 08:30 1 · 回答

NO.PZ2016082404000013   The correlation of the unrlying anthe hee vehicle is less thone antheir volatilities are unequal.   The unrlying instrument anthe hee vehicle are ssimilar.   All of the above are correct. ANSWER: Basis risk occurs if movements in the value of the cash anheepositions not offset eaother perfectly. This chappen if the instruments are ssimilor if the correlation is not unity. Even with similinstruments, if the hee is liftebefore the maturity of the unrlying, there is some basis risk. 老师,请问C什么意思?ssimilar代表的“不同”是指什么呢?

2022-02-22 00:27 1 · 回答

     老师你好,可以一下B吗?谢谢

2019-11-05 12:21 1 · 回答