【判断题】【消耗次数：1】
期权组合头寸的Delta值等于各个合约持仓的Delta值相加
①
正确
②
错误
参考答案：
复制
纠错
相关题目
【单选题】
以下关于Delta说法正确的是？
①
平值看涨期权的Delta一定为-0.5
②
相同条件下的看涨期权和看跌期权的Delta是相同的
③
如果你用Delta中性方法对冲现货，需要买入Delta份对应的期权
④
BSM框架下，无股息支付的欧式看涨期权的Delta等于N(d1)
随机题目
【单选题】
17._____ of English is essential for those who apply for the post.
①
Good knowledge
②
A good knowledge
③
Good knowledges
④
The good knowledge
【单选题】
5. As he is recovering, he has grown more confident and _______ about life.
①
pessimistic
②
positive
③
negative
④
interested
【单选题】
8.She no longer has that______ smile as before, but instead carries the sad look of a mother who has just lost her son.
①
careless
②
carefree
③
interested
④
sick
【单选题】
15. He was determined to cross _____of the Atlantic Ocean by sailing westwards.
①
dangerous water
②
the dangerous water
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the dangerous waters
④
dangerous waters
【单选题】
25. I object ________ being kept waiting. Why are you always late ________ appointments?
①
/;for
②
to; for
③
in; for
④
to; in
【单选题】
9.He is far ______in sports than I am.
①
more interested
②
more interesting
③
as interested
④
as interesting
【单选题】
5.Ten minutes later a taxi ______ in front of the house, where we had arranged to meet.
①
pulled out
②
. pulled up
③
pulled down
④
pulled off