你即將離開本站

並前往http://www.columbia.edu/~mh2078/QRM/BasicConceptsTechniques.pdf

Basic Concepts and Techniques of Risk Management

to the Greeks, i.e. dollar delta, dollar gamma and vega etc. ... then the portfolio would gain 8.419 million dollars (assuming that the numbers in Figure 1 ...

確定！ 回上一頁

查詢 「Dollar gamma」的人也找了：

  1. Dollar gamma
    2.
  2. Short gamma
    3.
  3. Dividend swap
    4.
  4. Gamma Trade
    5.
  5. Delta finance
    6.
  6. Vega formula
    7.
  7. Delta-gamma hedge
    8.
  8. Option Greek
    9.