风险逆转的中文解释

指以不同的行使价格购买看跌期权和出售看涨期权，或两者相反的一种期权策略。出售期权所得，可以部分或全部用于偿付购买期权而需支付的期权费。也称一买一卖期权组合(cylinder)、断点远期(break forward)或范围远期(range forward)。

Risk Reversal的英文解释

An option strategy involving the purchase of a put and the sale of a call, or vice versa, with different strike levels. The premium generated from the sale of an option could partly or totallyfinance the premium to be paid for the purchase of an option. Also known as a cylinder, a break forward or range forward.

• partly [´pɑ:tli]   ad.部分地；不完全地   (初中英语单词)
• finance [´fainæns]   n.财政；金融 vt.资助   (初中英语单词)
• cylinder [´silində]   n.圆柱体；汽缸   (高中英语单词)
• premium [´pri:miəm]   n.奖励；奖金；保险费   (英语四级单词)
• totally [´təutəli]   ad.统统，完全   (英语四级单词)
• strategy [´strætidʒi]   n.兵法；战略   (英语六级单词)