回复：胜率和回报有多大？ （看是不是值得学）

来源: 华尔神偷 于 2007-01-24 21:12:21 [] [博客] [旧帖] [给我悄悄话] 阅读数 : (525 bytes)
回答: 不是。 由 putwriter 于 2007-01-24 21:05:10

An options strategy that aims to reduce (hedge) the risk associated with price movements in the underlying asset by offsetting long and short positions. For example, a long call position may be delta hedged by shorting the underlying stock. This strategy is based on the change in premium (price of option) caused by a change in the price of the underlying security. The change in premium for each basis-point change in price of the underlying is the delta and the relationship between the two movements is the hedge ratio.

所有跟帖： 

• Thanks. -FaCai168- ♂ 给 FaCai168 发送悄悄话 (0 bytes) () 01/24/2007 postreply 21:18:38

请您先登陆，再发跟帖！