Strategy - option risk

combination analysis

Published by: Iaroslav Mironov

Description

* Strategi pilihan kajian, spread, swap, model pilihan
* Buat grafik interaktif dan nilai interaktif masa nyata
* Buat dan menguji strategi anda sendiri (melalui InApp)
Anda boleh menjalankan simulasi untuk nilai pelbagai parameter risiko: delta, gamma, vega, theta.
Anda boleh mengkaji perubahan pada nilai strategi serta pelbagai parameter risiko strategi, mis., Anda dapat melihat bagaimana delta strategi akan berubah jika harga pasaran turun dan kenaikan volatilitas. Atau berapa nilai theta yang anda dapat per hari untuk memegang jawatan anda ketika ia mendekati tamat tempoh.
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