意外事件代表初始条件或参数变化,新场新估价,否则就还是旧场,或新场变旧,因此定价有回归场中心的倾向
新场变旧 is fast, or "premium" decay as times goes on, regress to mean, mkt overprice "premium" but in a short time very often, at least with a counter rally even very bad news hit;
double dip, bond bubble are becoming old? unless with some other shocks,
意外事件代表初始条件或参数变化,新场新估价,否则就还是旧场,或新场变旧,因此定价有回归场中心的倾向
回答: sell preium on (sell rip buy dip) 高阶微扰:空间时间现象是弯曲的,本质,道,是"直"的, re
由 marketreflections
于 2010-08-24 17:22:38