Strategy - option risk

combination analysis

Published by: Iaroslav Mironov

Description

*研究期权状态,价差,掉期,期权模型
*创建实时交互式风险和价值图
*创建并测试自己的策略(通过InApp)
您可以运行各种风险参数值的模拟:delta,gamma,vega,theta。
您可以研究战略价值的变化以及各种战略风险参数,例如,您可以看到如果市场价格下跌和波动上升,战略的三角洲将会如何变化。 或者在持仓到期时每持有一个头寸,您可以获得多少价值。

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    Strategy is free.

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