Strategy - option risk

combination analysis

Published by: Iaroslav Mironov

Description

* Studieoptiestrategieën, spreads, swaps, optiemodellen
* Maak real-time interactieve risico- en waardegrafieken
* Creëer en test uw eigen strategieën (via InApp)
U kunt simulaties uitvoeren voor de waarde van verschillende risicoparameters: delta, gamma, vega, theta.
U kunt wijzigingen in de strategiewaarde bestuderen, evenals verschillende strategierisicoparameters, u kunt bijvoorbeeld zien hoe de delta van een strategie zal veranderen als de marktprijzen dalen en de volatiliteiten stijgen. Of hoeveel theta-waarde u kunt krijgen per dag dat u uw positie vasthoudt wanneer deze de vervaldatum nadert.
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