问题
判断题
波动率增加将使行权价附近的Gamma减小。
答案
参考答案：对
解析：波动率与Gamma最大值呈反比，波动率增加将使行权价附近的Gamma减小，远离行权价的Gamma增加。
搜题请搜索小程序“爱下问搜题”
波动率增加将使行权价附近的Gamma减小。
参考答案：对
解析：波动率与Gamma最大值呈反比，波动率增加将使行权价附近的Gamma减小，远离行权价的Gamma增加。
| 从对话后的选项中选择适当的选项补全对话。 | |
| B: Bob D: Doctor D: Come and sit down, Bob. 1______ B: I have a terrible pain in my stomach, doctor. D: I see. When did it start? B: 2______ I didn't want to eat anything. I'm not feeling well now. D: Let me see, er, you have a fever. B: I've got a headache, too. And my throat hurts. D: Well, you've caught a bad cold. B: 3______ D: No, not very serious. But you must stay in bed for 2 or 3 days and take the Chinese medicine. B: 4______ D: Three times a day after meals. B: Thank you. | |
|