泪奔着求帮助。金融题一道。。。好难啊，有没有高人可以教教我。。。

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a) Derive the profit profile for a spread trade with equal position sizes. What factors determine
the profitability of this trade? Derive the profit profile for a tailed spread and explain how this trade
is different from one with one-to-one position sizes. Does your answer depend on the commodity
under consideration?
b) What factors determine the profitability of: a butterfly in corn; a tandem in gasoline and heating
oil; and, a metal stereo with copper and gold. (Hint: Use the profit profile for the trades to identify
the factors.).

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关键词：求帮助 有没有 determine butterfly Commodity position 金融 gold different butterfly

这个我不会

韩傲翔 发表于 2011-10-5 12:50
这个我不会

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