1.今天你阅读到的有价值的全文内容链接
Option_Volatility_and_Pricing_Advanced_Trading_Strategies_and_Techniques
2.今天你阅读到的有价值的内容段落摘录
(1) All other factors being equal.in a high-implied-volatility market, a hedger should buy as few options as possible and/or sell
as many options as possible. Conversely, in a low-implied-volatility market, a hedger should buy as many options as possible.
(2) A true hedger ought not lose sight of what his ultimate goal is—— to proctect an existing position and to keep the cost
of his protection as low as possible.
3.今天你阅读到的有价值信息的自我思考点评感想
(1) 套期保值如何做的精细化,并较少成本是非常关键的。
(2) 可利用期权波动率作为参考评价指标。
(3) 利用统计模型在进一步刻画波动率。
4.昨日你阅读的时间量(小时计算,如0.5小时)
1小时
5.你参与活动至今的总时间量(小时计算,如20小时)
5小时
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