For pricing which securities are monte-carlo simulations well suited?
For pricing which securities are binomial trees well suited?
How would you replicate the P/L profile of a call spread with certain
strikes?
Thanks a lot.
J*****n 发帖数: 4859
2
Path dependent
No idea
dynamic hedging
【在 u****d 的大作中提到】 : For pricing which securities are monte-carlo simulations well suited? : For pricing which securities are binomial trees well suited? : How would you replicate the P/L profile of a call spread with certain : strikes? : Thanks a lot.
