Theta can change. but in the question it is constant, only one v

来源: WSLama 于 2012-12-18 20:31:38 [] [旧帖] [给我悄悄话] 阅读数 : (0 bytes)
回答: 大错特错，Theta 早就变了 由 free2005 于 2012-12-18 20:24:14

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• 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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