CoboCards App FAQ & Wünsche Feedback
Sprache: Deutsch Sprache
Kostenlos registrieren  Login

Zu dieser Karteikarte gibt es einen kompletten Satz an Karteikarten. Kostenlos!

Alle Oberthemen / Finance & Investment / Derivatives / Derivatives
211
11.Which of the following are NOT true
A.Risk-neutral valuation and no-arbitrage arguments give the same option prices
B.Risk-neutral valuation involves assuming that the expected return is the risk-free rate and then discounting expected payoffs at the risk-free rate
C.A hedge set up to value an option does not need to be changed
D.All of the above
Answer: C 

The hedge set up to value an option needs to be changed as time passes. A and B are true.

Neuer Kommentar
Karteninfo:
Autor: CoboCards-User
Oberthema: Finance & Investment
Thema: Derivatives
Veröffentlicht: 27.10.2015

Abbrechen
E-Mail

Passwort

Login    

Passwort vergessen?
Deutsch  English