1. 

   dgkuang_cn

   在风险漫游中,期权的排序是按到期日排列的,有没有办法使它的排列按多空排列,分别统计,这样就可以看出多单的delta之和是多少,空单的dlota之和是多少.也就是想分别知道多空的delta,目前的排列只能看投资组合总的delta

    

   dgkuang_cn, Nov 4, 2013

   #1

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