an interview question - Quant版

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Quant版 - an interview question

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(共1页)

t*****e
发帖数: 38

you are given n+1 reports for the delta, vega, gamma of n portfolio manager,
why you need the extra one, i.e., under what condition the linear
relationship between aggregate delta(gamma etc...) and individual delta
breaks down?

(共1页)

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● Why implied volality has a smile effect	● [合集] 能源交易跟其他交易相比有特殊的地方吗? Thanks!
● interview questions from GS	● [合集] help on trading assistant interview
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● [合集] jp morgan真不象话	● 紧急求助一个Greek risk问题
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话题: delta话题: question话题: interview话题: gamma话题: vega

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