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来自:FRM > 二级 > Credit Risk Measurement and Management 2019-10-29 05:14
Selling a put option leads to wrong-way risk?
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融跃FRM答疑老师    2019-10-29 08:58

致精进的你:

Selling a put option leads to wrong-way risk。这个记一下,不仅是wrong way risk ,而且wrong way risk 最大。

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