lion · 2023年04月25日
NO.PZ2020011303000213
问题如下：
When the size of a position is doubled, what happens to (a) DV01, (b) duration, and (c) convexity?
解释：
DV01 doubles. The duration and convexity remain the same because they reflect percentage price changes.
题目问：当头寸变成原来的二倍的时候，DV01，duration和convexity会怎么变化？
DV01会变成原来的二倍，duration和convexity不会发生变化。
△p也成为两倍，为什么不影响久期，这不就是久期的分子也为两倍了
NO.PZ2020011303000213问题如下 When the size of a position is uble whhappens to (01, (ration, an(convexity? 01 ubles. The ration anconvexity remain the same because they reflepercentage prichanges. 题目问当头寸变成原来的二倍的时候，01，ration和convexity会怎么变化？01会变成原来的二倍，ration和convexity不会发生变化。 这个题没看懂请一下
NO.PZ2020011303000213问题如下When the size of a position is uble whhappens to (01, (ration, an(convexity? 01 ubles. The ration anconvexity remain the same because they reflepercentage prichanges. 题目问当头寸变成原来的二倍的时候，01，ration和convexity会怎么变化？01会变成原来的二倍，ration和convexity不会发生变化。 01=ltaP/ltration=ltaP/P/ltay头寸增加，p增加两倍，01与ration变化
NO.PZ2020011303000213问题如下When the size of a position is uble whhappens to (01, (ration, an(convexity? 01 ubles. The ration anconvexity remain the same because they reflepercentage prichanges. 讲义中01的计算公式不是这样的么？描述的是价格变动，和position有什么关系？
