yes, but can be simplified with linear calculations

来源: WSLama 于 2012-12-18 20:39:21 [] [旧帖] [给我悄悄话] 阅读数 : (45 bytes)
回答: it's not linear relationship. 由 free2005 于 2012-12-18 20:35:19

by ignoring lower ranking variables...

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• 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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