1. 

   dgkuang_cn

   我一直有个疑问，TWS中外汇期货期权中gamma的值是指外汇标的物价格变化多少后delta值的值的变化?我只看到书到说gamma是指标的物变化1个单位后delta值的变化。对于外汇一单位是指多少呢？

    

   dgkuang_cn, May 10, 2015

   #1

Your name or email address:

Do you already have an account?

• No, create an account now.
• Yes, my password is:
• Forgot your password?

Stay logged in