Mock 题A第二部分3题(3)小问的解答没看懂。
书上写的是要有杠杆,为何题目最后回答不用杠杆?
伯恩_品职助教 · 2024年02月17日
嗨,从没放弃的小努力你好:
这个答案都写了啊
Volatility Trading: The natural convexity of volatility instruments typically means that outsized gains may be earned at times with very little upfront risk. Although notional values appear nominally levered, the asymmetric nature of long optionality is an attractive aspect of this strategy.
volatility本身就是凸性的,不用杠杆就能获得比较好的收益
----------------------------------------------就算太阳没有迎着我们而来,我们正在朝着它而去,加油!