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- 2011-7-11
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- 2013-8-20
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@study09
long dated at the money options have high vega (change in volatility w.r.t change in price) and low gamma . also lower interest rates increases put option value and decreases call option value .
to exaclty interpret the quoted sentence I need to know the scenario to which the put option has been compared |
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发表于 2011-7-11 17:44
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