助教你好:
何老师说short option是negative skewed。请问long put option的收益是positived skewed吗?
long call: positive skewed
short call: negative skewed
long put: 是positive skewed?
short put: negative skewed
𝒜𝒩𝒥𝒜 安雅🎃 · 2023年07月13日
助教你好:
何老师说short option是negative skewed。请问long put option的收益是positived skewed吗?
long call: positive skewed
short call: negative skewed
long put: 是positive skewed?
short put: negative skewed
啊啊啊不好意思助教,这题不用回答了,刚刚视频卡卡的导致我没听见何老师说long put也是有extreme gain,所以是positive skewed!