请问 使用 put option,
when the stock price increases, the absolute value of delta will decrease, so the manager should buy or sell some shares of stock?
我认为,manager do not need delta 那么多份数的股票,因此应该sell some shares of stock.
课件是相反的。麻烦解释下。
gratitudechi · 2019年03月07日
请问 使用 put option,
when the stock price increases, the absolute value of delta will decrease, so the manager should buy or sell some shares of stock?
我认为,manager do not need delta 那么多份数的股票,因此应该sell some shares of stock.
课件是相反的。麻烦解释下。