definition
发表于 2025-3-28 15:22:22
Reviewing the Solver Solutiontion has been minimized to 0.047%. Within that minimization, Gamma has been completely neutralized while there is some residual Vega exposure left. While we did not focus on the minor Greeks (Delta, Rho, Theta), their exposures have also been reduced.
令人苦恼
发表于 2025-3-28 22:24:21
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prodrome
发表于 2025-3-29 02:17:31
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vocation
发表于 2025-3-29 05:10:29
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残废的火焰
发表于 2025-3-29 10:27:04
2946-3831 s a balanced account of options, Greeks and hedging techniques avoiding the complicated mathematics inherent to many texts, and with a focus on modelling, market practice and intuition.978-1-349-47572-8978-1-137-37167-6Series ISSN 2946-3831 Series E-ISSN 2946-384X
Introduction
发表于 2025-3-29 12:16:59
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飓风
发表于 2025-3-29 18:00:55
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Genetics
发表于 2025-3-29 20:49:51
Delta Hedging European Put Optionsion is required to make the sheet work for a European put contract. The end result will be a dynamic simulation graphical output showing the original option value and the replicating or tracker portfolio that is created to hedge it.
我没有强迫
发表于 2025-3-30 03:27:14
Building Volatility Surfacess to cut the dataset by Maturity (expiry, T) and Strikes (K) as shown below. Options are sorted using date and period filters, and we get all combinations of implied volatilities by strikes for a given expiry date.
骚扰
发表于 2025-3-30 06:32:29
,Der Einfluß der Feuchtigkeit,and des feuchten Thermometers viel wichtiger sei als der des trockenen, um anzudeuten, dafs auch die Wirkung der Temperatur in hervorragendem Mafs vom Wassergehalt der Luft abhängig ist. An der Tatsache ist nicht zu zweifeln.