x*****t
发帖数: 8 | 1 突然想起的一道面试题,没答出
这个问题的思路是啥?
Thanks!! | d*j
发帖数: 13780 | 2 buy some # shares of underlying stocks
everyday, sell some to get that day's stock price
hehe
replication | B*********h
发帖数: 800 | 3 you replicated A, not max(A-K, 0)
【在 d*j 的大作中提到】
: buy some # shares of underlying stocks
: everyday, sell some to get that day's stock price
: hehe
: replication
| d*j
发帖数: 13780 | 4 对
靠
想错了
应该怎么做？
【在 B*********h 的大作中提到】
: you replicated A, not max(A-K, 0)
| w*****e
发帖数: 197 | 5 Depending on what kind of market you are in
and what kind of hedge you want to do.
For theoretical part, refer to Mark Joshi's
mathematical finance book.
For practical part, refer to Taleb's famous
dynamic hedging book.
It is an open ended question. But if you are really
familiar these two books, you should know more than
the interviewer. :)
【在 x*****t 的大作中提到】
: 突然想起的一道面试题,没答出
: 这个问题的思路是啥?
: Thanks!!
|
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