NO.PZ2020021205000048
问题如下:
What are the two reasons for creating synthetic put options rather than purchasing a put option in the market
解释:
1.higher levels of liquidity
2.lower transaction costs
老师这里说的合成期权是指用基础资产动态调仓来合成吗,通过动态调整让stock的敞口等于要合成期权的敞口,如果期权delta变了我就加仓或减仓stock?