It's a joke, gamma=0.05 means 3month call options.

来源: free2005 2012-12-18 20:47:53 [] [博客] [旧帖] [给我悄悄话] 本文已被阅读: 0 次 (57 bytes)
回答: yes, but can be simplified with linear calculationsWSLama2012-12-18 20:39:21

It's a joke, gamma=0.05 means 3month call options.

所有跟帖: 

You may be right on that, but her point was to know how -cyberbug- 给 cyberbug 发送悄悄话 cyberbug 的博客首页 (19 bytes) () 12/18/2012 postreply 20:53:28

The best way to estimate is to trade the one you are familiar wi -free2005- 给 free2005 发送悄悄话 free2005 的博客首页 (74 bytes) () 12/18/2012 postreply 20:56:14

The best way to familiar with is to get educated -cyberbug- 给 cyberbug 发送悄悄话 cyberbug 的博客首页 (0 bytes) () 12/18/2012 postreply 20:57:41

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