Abstract：This paper uses the Black Scholes formula of option price to discuss the strategies of options and hedges of SFR. The following views are put forward: (1)the necessary rules are that the risk of hedges should be less than the risk of options, and the risk of options should be less than the risk of money; (2)the hedge is not always necessary.
收稿日期: 1998-04-25
引用本文:
赵东方. 瑞士法郎交易中期权及保值策略解[J]. , 1998, 37(4): 0-0.
赵东方. THE STRATEGIES OF OPTIONS AND HEDGES OF SFR. , 1998, 37(4): 0-0.
