来自：FRM > 一级 > Valuation and Risk Management 2020-03-08 06:36
《Stress testing 习题63》这道题的答案解析中讲到Delta performs most poorly for a portfolio of away from money options. 选项D (错项）中提到 deep out of they money . 请问“deep out of the money" 与 away from money 有什么区别呢？
查看更多
xing.li001@yahoo.com
提问
60
上次登录
1839天前
