大洪水
发表于 2025-3-25 03:52:30
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Ingenuity
发表于 2025-3-25 07:36:14
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杂色
发表于 2025-3-25 14:44:19
Calculating Cash P&L for a Put OptionOur cash P&L model for a European put option is a mirror image of our cash P&L for a European call option model. The difference arises from how we hedge a put versus how we hedge a call.
青少年
发表于 2025-3-25 18:31:19
Vega, Volga and VannaVega is the change in the value of the option with respect to a change in volatility.
很像弓]
发表于 2025-3-25 21:25:22
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担心
发表于 2025-3-26 03:01:21
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agitate
发表于 2025-3-26 08:10:29
Introduction: Contexty. Unlike a forward or future contract, an option gives us the right to walk away if the market price is not in our favour. If we do decide to walk away, our loss is limited to the upfront premium we paid when we purchased the option.
隼鹰
发表于 2025-3-26 11:59:47
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Cpap155
发表于 2025-3-26 14:22:50
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Wordlist
发表于 2025-3-26 18:35:45
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