英语词汇“Margrabe option”的翻译、意思、用法、释义-英汉经管词典

单词	Margrabe option
释义	Margrabe option Definition Futures contract based on exchange of one asset for another, such as in cross currency option. Invented in 1978 by the US risk-management consultant William Margrabe who also devised a formula for determining its price. Also called exchangeable option, outperformance option. See also rainbow option.
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