哔同学2017-12-04 21:46:29
options are example of financial instructments with non-directional risk 这句话为什么对,non-directional能解释一下吗
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金程教育吴老师2017-12-05 11:00:25
同学你好。directional-risk定义如下:
The RISK of loss arising from exposure to the direction of a reference ASSET or market. An investor holding a LONG POSITION experiences a loss if market prices fall and a gain if they rise; one holding a SHORT POSITION generates a gain when market prices fall and a loss as they rise. A subcategory of MARKET RISK. 期权不具有方向性风险。例如,当标的资产下降时,out-of-money 看涨期权价值不变。
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金程教育吴老师2017-12-05 11:00:48
同学你好。directional-risk定义如下:
The RISK of loss arising from exposure to the direction of a reference ASSET or market. An investor holding a LONG POSITION experiences a loss if market prices fall and a gain if they rise; one holding a SHORT POSITION generates a gain when market prices fall and a loss as they rise. A subcategory of MARKET RISK. 期权不具有方向性风险。例如,当标的资产下降时,out-of-money 看涨期权价值不变。
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