第八章貨幣期貨與期權(quán)市場(國際財務(wù)管理-josephfgre(編輯修改稿)
2024-11-20 04:20 本頁面
【文章內(nèi)容簡介】 .) Rigid contract sizes.,14,PART II CURRENCY OPTIONS貨幣期權(quán),I. OPTIONS A. Currency options 1. 獲得匯率有利變動所帶來的好處. 2. 費城股票交易所 (PHLX)1983. 3. 成長速度最快的風(fēng)險套期市場.,15,CURRENCY OPTIONS,4. Definition:定義Ｐ２３８ a contract from a writer ( the seller) that gives the right not the obligation to the holder (the buyer) to buy or sell a standard amount of an available currency at a fixed exchange rate for a fixed time period.,16,CURRENCY OPTIONS,5. 類型: a. American exercise date may occur any time up to the expiration date. b. European exercise date occurs only at the expiration date.,17,CURRENCY OPTIONS,7. Exercise Price協(xié)定價格 a. Sometimes known as the strike price. b. the exchange rate at which the option holder can buy or sell the contracted currency.,18,CURRENCY OPTIONS,8. Status of an option２３８ a. Inthemoney實值期權(quán) Call: Spot strike Put: Spot strike c. Atthemoney平價 Spot = the strike,19,CURRENCY OPTIONS,9. 期權(quán)費: the price of an option th
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