老师, 第10题, 洪老师这里为什么说yield curve平行向下移动, long barbell 要好于 long bullet? 如果duration是一样的, 那么平行移动两者之间应该是没有区别的啊? 是因为barbell的convexity大么, 但是这个在平行移动的情况下, 除非利率变化特别大, 否则影响比较小吧

应该是分子short call 70 shares吧 为啥是short forward？分母delta S是100么？这样才能delta coverd call是0.3啊？谢谢

0.3是delta covered call 那70shares咋来的没懂谢谢

P464 Q4 为什么不能选C呢，share buyback只能实现短期收益，increase dividend（会降低股价）其实对股东收益也没有本质作用，左手换右手食指而已，原文说了Asgard注重长期收益，应该不会用这两个手段吧。

为啥老师的计算跟答案不同，答案没计算cf

这道题B为什么不对 ？

老师好，这道题不太懂

老师您好， if the option is deep-in or out-of- the- money, gamma approaches zero. gamma 在option ATM and close to expiraiton的时候最大，我想问一下gamma最大的值是多少呢？谢谢

这道题为什么不能选A请老师讲解一下

题干：Neshie Wakuluk is an investment strategist who develops capital market expectations for an investment firm that invests across asset classes and global markets. Wakuluk started her career when the global markets were experiencing significant volatility and poor returns; as a result, she is now careful to base her conclusions on objective evidence and analytical procedures to mitigate any potential biases. 问题：Q. Wakuluk most likely seeks to mitigate which of the following biases in developing capital market forecasts? A)Availability B)Time period C)Survivorship 官网这道题选的A，为啥不能选C？