吳同學(xué)
2023-05-04 23:50對(duì)于in the money European put無(wú)論是long還是short都是theta大于零嗎
所屬:FRM Part I > Valuation and Risk Models 視頻位置 相關(guān)試題
來(lái)源: 視頻位置 相關(guān)試題
1個(gè)回答
Lucia助教
2023-05-05 09:42
該回答已被題主采納
同學(xué)你好,long,short也是有方向的,只有l(wèi)ong deep in the money put theta>0
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追問(wèn)
那么short in the money European put theta小于零對(duì)嗎?
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追答
同學(xué)你好,對(duì)的哦
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回復(fù)Lucia:那short in the money European put theta小于零對(duì)嗎
