请教基础问题，多谢 - Quant版 - 未名存档

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Quant版 - 请教基础问题，多谢

相关主题
● 提问：volatility and risk的关系	● A question about BS
● 关于American put option的几个问题.	● 向各位请教职业规划
● 请教：Hedging Strategy	● 问个外汇期权的问题
● A Card Game Question	● Brain teaser question
● A INTERVIEW PROBLEM	● 贡献worldquant电面的一道题
● 请帮我看看我的basket option程序错在哪里了，我的结果22。19老师说是错的	● 问个pricing问题
● [合集] Eurepean Call 的Vega是正的是为什么？	● 回馈贴: GS Strategy 2+1轮面试题目和小结
● [合集] volatility increase,all call option really increase?	● Two phone interview questions

相关话题的讨论汇总
话题: yes话题: expected话题: higher话题: than话题: payoff

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c****o 发帖数: 1280	1 原题是这样子的， consider two strategies with the same expected rate of return, A have a higher volatility than B, does B have a higher expected payoff than A? The answer is YES, can any of you explain why? Thanks
h**********k 发帖数: 168	2 in theory YES. think of CAPM.

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相关主题
● Two phone interview questions	● A INTERVIEW PROBLEM
● 为什么option price 和expected return 无关？	● 请帮我看看我的basket option程序错在哪里了，我的结果22。19老师说是错的
● [NYC]Multi Strategist Openings	● [合集] Eurepean Call 的Vega是正的是为什么？
● Option Strategy Interview Question	● [合集] volatility increase,all call option really increase?
● 提问：volatility and risk的关系	● A question about BS
● 关于American put option的几个问题.	● 向各位请教职业规划
● 请教：Hedging Strategy	● 问个外汇期权的问题
● A Card Game Question	● Brain teaser question

相关话题的讨论汇总
话题: yes话题: expected话题: higher话题: than话题: payoff

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