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5787金融与交易中等数值题medium

How Far To Skew Given Inventory

题目

Holding inventory q = 40, your base reservation shift below mid is lambda*q with lambda = 0.01, i.e. 0.40. You believe an adverse downward drift of 0.60 will hit before you can offload, and you want your effective quote center to drop by at least the full 0.60 to keep encouraging sells. By what additional multiplicative factor (1 + s) must you scale the base 0.40 skew, and what is s?

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你的答案

1 + s

s