嗶同學(xué)
2017-12-04 21:46options are example of financial instructments with non-directional risk 這句話為什么對(duì)，non-directional能解釋一下嗎
所屬：FRM Part I 視頻位置 相關(guān)試題
來(lái)源： 視頻位置 相關(guān)試題
2個(gè)回答
金程教育吳老師助教
2017-12-05 11:00
該回答已被題主采納
同學(xué)你好。directional-risk定義如下：
The RISK of loss arising from exposure to the direction of a reference ASSET or market. An investor holding a LONG POSITION experiences a loss if market prices fall and a gain if they rise; one holding a SHORT POSITION generates a gain when market prices fall and a loss as they rise. A subcategory of MARKET RISK. 期權(quán)不具有方向性風(fēng)險(xiǎn)。例如，當(dāng)標(biāo)的資產(chǎn)下降時(shí)，out-of-money 看漲期權(quán)價(jià)值不變。
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金程教育吳老師助教
2017-12-05 11:00該回答已被題主采納
同學(xué)你好。directional-risk定義如下：
The RISK of loss arising from exposure to the direction of a reference ASSET or market. An investor holding a LONG POSITION experiences a loss if market prices fall and a gain if they rise; one holding a SHORT POSITION generates a gain when market prices fall and a loss as they rise. A subcategory of MARKET RISK. 期權(quán)不具有方向性風(fēng)險(xiǎn)。例如，當(dāng)標(biāo)的資產(chǎn)下降時(shí)，out-of-money 看漲期權(quán)價(jià)值不變。
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