1 answers

加西亚 加西亚

DeltaHedging,得尔塔套期保值
指期权的卖方(optionwTiters)按期权头寸的得尔塔值所指示的比例,在现货市场买进或卖出标的物,以对冲风险。期权卖方实际上是想保持中性的立场,即不做多头亦不做空头。

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