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5874Sign Of Hedged P&L When Realized Beats ImpliedYou buy an option and delta-hedge it continuously to expiry. If realized volatility ends up higher than the implied volatility you paid, what is the sign of your hedged P&L, and which Greek explains why?数理金融简单essay未尝试免费5875Annualizing A Daily MoveA trader observes that the options market is pricing a 1.2% one-day one-sigma move. Using 252 trading days and sigma ann = daily move·sqrt(252), what annualized implied volatility does this imply, to four decimals?数理金融简单数值题未尝试免费5876The Daily Move That Breaks Even On GammaFor a delta-hedged long option, the gamma gain 0.5·gamma·dS 2 exactly offsets the daily theta 0.5·gamma·S 2·sigma impl 2·dt when the absolute daily move dS equals the implied break-even move. For S = 100, implied vol 18%, and dt = 1/252, what is that break-even daily move in points, to four decimals?数理金融困难数值题未尝试面试订阅