老师 if we used a normal distribution of returns to model asset prices over time, we would admit the possibility of returns less than -100%, which would admit the possibility of asset prices less than zero. 这句话怎么理解呢?
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老师, normal 和 lognormal distribution的公式会有相关计算题吗
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第52题,delta是正的,gamma是负的,应该是short put option,对于空头来说,最后的gamma部分不是应该加上么?为什么还是减去呢?