【简答题】Which of the following statement is correct about the option adjusted spread ( OAS ): A. OAS is Z-Spread minus the option cost. B. OAS is the value of the embedded option. C. OAS is Z-spread plus the ...
【简答题】Which of the following is not a determinant of
option premiums?A. The volatility of the underlying stock B. The price of the underlying stock C. The time to expiration of the option D. All of the abov...