【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
正确
错误
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相关题目
【单选题】 Delta中性组合的Delta值?
①  远大于零
②  远小于零
③  等于零或接近零
④  可能为任意值
【单选题】 深度实值期权Delta绝对值趋近于(),平值期权Delta绝对值接近( )
①  0,0
②  0,1
③  0,0.5
④  1,0.5
【单选题】 标的资产现价2500点,则行权价为2400点的看涨期权多头的Delta值可能为?
①  0.7
②  0.5
③  0.3
④  -0.3
【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)
【判断题】 在风险中性假设下,欧式期权的价格等于期权到期日价值的期望值的现值
①  正确
②  错误
【判断题】 利率互换可以拆分成方向相同的固定利率债券和浮动利率债券头寸组合进行估值
①  正确
②  错误
【判断题】 整体资产评估值等于单项资产评估值之和。
①  正确
②  错误
【判断题】 如果某个看涨期权处于实值状态,那么相同标的、相同行权价格的看跌期权一定处于虚值状态
①  正确
②  错误
【判断题】 实值期权的时间价值一定大于零
①  正确
②  错误
【单选题】 期权买方可以在合约到期日之前的任何一个工作日宣布决定执行或不执行期权合约的期权种类又叫
①  欧式期权
②  美式期权
随机题目
【单选题】 Which of the following is the advantage of whole class work?
①  It is an ideal way to show materials and do presentations together
②  It allows students to work together rather than under teacher’s guidance.
③  There is always a great chance of different opinions and contributions to the work
④  It is less stressful.
【单选题】 Which of the following is the time when students work in groups?
①  When all the students are under the control of the teacher
②  When students work in pairs on an exercise or a task
③  When students work in small group
④  When students are expected to work on their own at their own speed.
【单选题】 What role does a teacher play in the following activity? The teacher gives students 2 minutes to skim a text, and when time is up, he asks students to stop and answer some questions.
①  Controller
②  Assessor
③  Organizer
④  Prompter
【单选题】 What are the possible roles of a teacher?
①  Controller, assessor
②  Organizer, prompter
③  Participant, resource-provider
④  All of the above.
【单选题】 Which of the following is the time when students study by themselves?
①  When all the students are under the control of the teacher
②  When students work in pairs on an exercise or a task
③  When students work in small groups
④  When students are expected to work on their own at their own speed.
【单选题】 What role does a teacher play in the following activity? When a student has made a sentence with borrow, “I borrowed a paper to write a letter”, the teacher says, “Well, we don’t say a paper, we say a piece of paper.”
①  Controller
②  Assessor
③  Organizer
④  Prompter.
【单选题】 Why do novice teacher often have problems giving clear instructions?
①  Their language proficiency is low
②  They are fresh from the university
③  Their instructions are too short
④  They are not able to target their instructions to the level of the learners.
【单选题】 When is appropriate for the teacher to give classroom instructions to students?
①  Give directions to tasks or activities, checking comprehension, giving feedback
②  Providing explanations to a concept or language structure, drawing attention
③  Setting requirements, checking comprehension, assigning homework
④  All of the above.
【单选题】 What are not good rules to follow for making instructions effective?
①  Use simple instructions and make them suit the comprehension level of the students
②  Use the mother tongue only when it is necessary
③  Use body language to assist understanding
④  Not model the task or activity before letting students move into groups or pairs .
【单选题】 What role does a teacher play in the following activity? When the students have in groups decided where to go for a spring outing, the teacher asks each group to tell the others why they have made such a choice.
①  Controller
②  Assessor
③  Organizer
④  Prompter.