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FRM问答
FRM问答包含在线课程、FMR通关课程、FRM试题等所有FRM相关问题,每个问题老师均会在24小时内给出答疑回复哦!
(1) away-from-the-money equity options 是什么意思? (2) “Crashophobia” is based on the idea that large price declines are more likely than assumed in Black-Scholes-Merton prices, not that volatility increases when prices decline. 这句话看不懂是什么意思,可以用中文解释下吗?背后的原因是什么呢? (3) Compared to the lognormal distribution, traders believe the probability of large down movements in price is higher than large up movements. 为什么呢?什么东西Compared to the lognormal distribution呢?为什么要和lognormal distribution比呢? (4) Increasing leverage at lower equity prices suggests increasing volatility.为什么呢?










