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snow666_6 · 2021年02月09日

能解释下什么叫线性payoff吗?

NO.PZ2018062007000057

问题如下:

A characteristic of forward commitments is that they:

选项:

A.

provide linear payoffs.

B.

do not depend on the outcome or payoff of an underlying asset.

C.

provide one party the right to engage in future transactions on terms agreed on in advance.

解释:

A is correct because forward commitments provide linear payoffs. B is incorrect because forward commitments depend on the outcome or payoff of an underlying asset. C is incorrect because forward commitments obligate parties to make (not provide the right to engage) a final payment contingent on the performance of the underlying.

什么叫叫线性payoff?那些是非线性payoff?
1 个答案

丹丹_品职答疑助手 · 2021年02月09日

嗨,努力学习的PZer你好:


同学你好,可以这么记忆,不含权的资产是线性payoff,含权的资产是非线性的。


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努力的时光都是限量版,加油!