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- 2011-7-11
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- 2014-8-7
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still not following.
are they basically just saying that the rate of change of delta with a given change in stock price is the same for both calls and puts (with puts being the opposite direction)?
i guess this makes sense since the graphs of the two (pg 84 schweser book 5) look the same. |
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发表于 2011-7-11 19:38
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