This paper explores the implications for risk management of mental accounting of a call option with its underlying. If mental accounting influences prices and the Black-Scholes approach is used, then, for in-the-money call options, delta risk is underestimated, gamma risk is overestimated and the...
金融产品是金融市场的重要组成部分 既然在市场上交易 那么他就需要平台 在金融市场里 有两种交易平台分别是场外交易(Over-the-Counter)和交易所交易(Exchange Trading)下面是两种交易平台的特点(交易所交易相比场外交易更加复杂 所以他会被之后的笔记中详细阐述): 场外交易 Over-the-Counter 从字面上看 场外交易不需要...
投行里credit market都比较重要（当然出了事情一句unauthorized trading一推都是ops risk背黑锅，详情参考UB...
Key point: The ideal risk management system for binary options trading is simply to risk a flat 1–2% on every individual trade. Binary options risk management example 1 To help you visualize risk in binary options trading, let’s take a look at a few screenshots of a demoPocket Optionacco...
And remember, the higher the delta, the greater the probability that the option could be in the money at expiration. For now, let that be your guide. And that’s a wrap Remember, you are the Chief Risk Officer of your trading account! Risk management starts with you and the decisions ...
如果说投行负责赚钱的前台IBD是高薪高压,那“高薪低压”可以说是Risk Management的一个标签。 Risk:高薪和生活,我都有 据efc报道的一个金融服务业最新薪酬调查显示,非前台的职位薪水最高的部门集中在了风险管理部门,最高可以拿到£18万的年薪。 18万英镑什么概念?真·不是一般人能拿到的,包括投行IBD(最赚钱的部...
1、金融衍生及风险管理(Financial derivatives and risk management)Characteristics and risk management of financial derivativesFinancial derivatives are financial instruments based on or derived from financial base products (such as currency, exchange rate, interest rate, stock index, etc.). Unlike other ...
OptionNet Explorer VIX and More Options Trading IQ Market Chameleon Orats VIX Central eDeltaPro Recent Articles The 7 Most Popular Cryptocurrencies Right Now Harnessing Monte Carlo Simulations for Options Trading: A Strategic Approach Is There Such A Thing As Risk-Management Within Crypto Trading...
最后，真正在production 上用Monte Carlo生成上万个场景，对每个场景计算投资组合里每个资产的价值，则是...
Trading futures is about staying in the game and avoiding significant losses—not scoring a big bonanza. “Risk management is more important than your particular approach in trading the markets. And that’s something that retail investors and traders don’t really understand,” Schwager says. Below...