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琳 · 2024年10月01日

请问老师

NO.PZ2023040401000004

问题如下:

Which of these is best classified as a forward commitment?

选项:

A.

A convertible bond

B.

A call option

C.

A swap agreement

解释:

C is correct. A swap agreement is equivalent to a series of forward agreements, which can be described as forward commitments.

A is incorrect. A convertible bond does not meet the definition of a forward commitment.

B is incorrect. A call option is an example of a contingent claim.

请问老师a选项应该划分为什么

1 个答案

李坏_品职助教 · 2024年10月01日

嗨,从没放弃的小努力你好:


A是可转换债券,本质上是包含了一份看涨期权的债券,所以应该和B选项归为一类,也就是 contingent claim

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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