NO.PZ2019122802000034
问题如下:
Which of the following is not the goal of volatility trading strategy?
选项:
A. To buy cheap volatility and sell more expensive volatility.
B. To net out the time decay associated with options portfolios.
C. To hedge the volatility change of the underlying assets.
解释:
C is correct.
The goal of volatility trading strategy is to buy cheap volatility and sell expensive volatility and to net out the time decay associated with options portfolios.
這個部分我上課就有點搞不懂。他的目標我知道是 Buy cheap volatility and sell expensive volatility 此外 老師上課說要 long volatility大的 然後short volatility小的 這兩句要怎麼關聯在一起 有點不太懂