Brian邵彬 · 2024年11月12日
NO.PZ2020021203000084
问题如下：
Explain two ways a bear spread can be created.
选项：
解释：
A bear spread can be created by buying a put with a certain strike price, K2, and selling a put with a lower strike price, K1 . Both puts have the same time to maturity. It can also be created by buying a call with strike price K2, selling a call with strike price K1 , and adding an amount of cash equal to the present value of the difference between the strike prices.
请问为什么是在call 的组合中补足差价，而不是在Put的组合中补。
NO.PZ2020021203000084问题如下Explain two ways a bespreccreate A bespreccreatebuying a put with a certain strike price, K2, anselling a put with a lower strike price, K1 . Both puts have the same time to maturity. It calso createbuying a call with strike priK2, selling a call with strike priK1 , anaing amount of cash equto the present value of the fferenbetween the strike prices.老师好，1、“aing amount of cash equto the present value of the fferenbetween the strike prices”这句话是什么意思呢？2、strategy这一章是不是都是欧式期权？3、讲课时在所有计算poff时，都没对X折现？
NO.PZ2020021203000084 aing amount of cash equto the present value of the fferenbetween the strike prices请问为什么需要加这句呀？
