http://bbb.livejournal.com/ ([identity profile] bbb.livejournal.com) wrote in [personal profile] mi_b 2010-01-06 03:29 pm (UTC)

Ну, так выписывание пут опции в данном случае практически эквивалентно держанию на балансе, потому что и так, и этак возникает exposure по одному и тому же риску.
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