- UID
- 222300
- 帖子
- 619
- 主题
- 52
- 注册时间
- 2011-7-2
- 最后登录
- 2015-12-20
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1. when future volatility prediction is high use options
2. fall
3. true
4. volatility, interest rate, model, prepayment, spread
5. spread (it is actually risk free rate plus potential on spread)
6. ??
7. true
8. delta*duration*price_underlying/price_option
answers pls happyking? |
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