大错特错，Theta 早就变了

来源: free2005 于 2012-12-18 20:24:14 [] [博客] [旧帖] [给我悄悄话] 阅读数 : (67 bytes)
回答: option 考题答案 由 Mom2016 于 2012-12-18 19:59:04

大错特错，Theta 早就变了。

答案 call option 增值 = 1

所有跟帖： 

• if Theta change, it should have more negative impact,,, -cyberbug- ♂ 给 cyberbug 发送悄悄话 cyberbug 的博客首页 (0 bytes) () 12/18/2012 postreply 20:27:08

• how？ -free2005- ♀ 给 free2005 发送悄悄话 free2005 的博客首页 (0 bytes) () 12/18/2012 postreply 20:29:15

• 而且股票在涨，call 会变得贵一些 -free2005- ♀ 给 free2005 发送悄悄话 free2005 的博客首页 (40 bytes) () 12/18/2012 postreply 20:28:22

• You should learn from mom2016, get basic concept -cyberbug- ♂ 给 cyberbug 发送悄悄话 cyberbug 的博客首页 (0 bytes) () 12/18/2012 postreply 20:31:03

• These are nonlinear equations, actual price can have 300% error -free2005- ♀ 给 free2005 发送悄悄话 free2005 的博客首页 (95 bytes) () 12/18/2012 postreply 20:33:50

• Theta can change. but in the question it is constant, only one v -WSLama- ♂ 给 WSLama 发送悄悄话 (0 bytes) () 12/18/2012 postreply 20:31:38

• it's not linear relationship. -free2005- ♀ 给 free2005 发送悄悄话 free2005 的博客首页 (0 bytes) () 12/18/2012 postreply 20:35:19

• yes, but can be simplified with linear calculations -WSLama- ♂ 给 WSLama 发送悄悄话 (45 bytes) () 12/18/2012 postreply 20:39:21

• It's a joke, gamma=0.05 means 3month call options. -free2005- ♀ 给 free2005 发送悄悄话 free2005 的博客首页 (57 bytes) () 12/18/2012 postreply 20:47:53

• 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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