来自：FRM > 二级 > Market Risk Measurement and Management 2021-04-13 20:54
什么是minimum variance delta?
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178****6119
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148
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1568天前
liuxuyao 2021-04-14 09:48
致精进的你:
同学，A delta that incorporates movements in the implied volatility curve is known as the minimum variance delta. Note that the delta used in the Black-Scholes-Merton model will be higher than the minimum variance delta.
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