Current option cost
Japanese translation: カレントオプションコスト
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| 15:32 Apr 11, 2005 |
| English to Japanese translations [PRO] Bus/Financial - Finance (general) / foreign exchange | |||||||
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|  Selected response from: Yutaka Matsumoto Local time: 22:35 | ||||||
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| 3 | カレントオプションコスト |
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Answers
2 hrs confidence: 
| current option cost カレントオプションコスト Explanation: current=現在、時価、直接 -------------------------------------------------- Note added at 1 day 17 hrs 47 mins (2005-04-13 09:19:44 GMT) -------------------------------------------------- オプションコストはボラティリティがゼロの場合のイールドカーブスプレッド（ＹＣＳ）とＯＡ Ｓの差であり、期限前返済のボラティリティーのために投資家が負担することになるコ スト（超過スプレッド）の尺度である。 -------------------------------------------------- Note added at 1 day 17 hrs 47 mins (2005-04-13 09:20:14 GMT) -------------------------------------------------- http://www.pfa.or.jp/houkokusyo/pdf/saiken_kenkyukai04_2.pdf |
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