skewness可以解释short-dated options的delta-hedged gains 在precrash sample里面发现,average excess return on delta-hedged portfolio是负的 delta-hedged gains for options bought immediately after a tail event are not substantially different for negative versus positive returns 得到结论:sochastic volatility wi...
negative a. 1.否定的;表示否认的 2.禁止的;反对的,否决的;(对正式辩论中的问题)表示反对的 3.相反的;反面的,负面的;消极的;败事的 4.【美口】表示极度缺乏的 5.负的,阴性的;逆的; delta position 【化】 δ位(在酸及杂环则指的是第5位) open delta 开口三角形,开口三角形连接 delta rays 【...
Delta spreading is an options trading strategy in which the trader initially establishes a delta-neutral position by simultaneously buying and selling options in proportion to the neutral ratio (that is, the positive and negative deltas offset each other so that the overall delta of the assets in...
s life.Late-life success is related more directly to midlife qualities or experiences.People who start out with certain advantages have a greater chance of experiencing further advantages; however, it is what one does with the experiences—both positive and negative—that determines long-term life ...
Consider a reaction for which delta S is positive and delta H is negative. Discuss briefly the conditions under which this reaction will not be spontaneous. Consider the reaction B(s) + \frac{3}{2}O_{2} (g) \rightarrow B_{2}O_{3}(s), \Delta H = -1270 kJ What ...
an option with a 0.50 delta (for example) would gain $0.50 per $1 move up in the underlying. Long calls and short puts have positive (+) deltas, meaning they gain as the underlying gains in value. Long puts and short calls have negative (–) deltas, meaning they gain as the underl...
Hi, when I use InflatePaths with a positive delta, the Z values in the points are conserved, but with a negative delta, the Z values are set to 0. Is this intended? Paths64 subject64; subject64.push_back(MakePathZ({ 800, 800, 1006, 1200,...
For a reaction, Delta H is positive and Delta S is negative. Is this reaction spontaneous? Explain. For a reaction, Delta H is negative and Delta S is positive. Is this reaction spontaneous? Explain. Which of the reactions have a positive \Delta S_{rxn}? a. A(s) ...
-- The new round of infections started on July 20 when some airport cleaners in Nanjing, east China's Jiangsu Province, tested positive during routine testing. -- Viral genome sequencing found all the strains to be the highly infectious Delta variant and cities hit by the recent resurgence hav...
The parameter value can be positive, negative, or zero. 2. Notes The function supports two parameters, with the first being a date or text-type parameter, and the second being a numeric parameter. 3. Example Formula ResultNote DATEDELTA("2008-08-08",-10) ...