N********n
发帖数: 8363 | 1 【 以下文字转载自 Investment 讨论区 】
发信人: NeverLearn (Libertarian Ace), 信区: Investment
标 题: Barney Frank welcomes bad loans (zz)
发信站: BBS 未名空间站 (Fri Oct 16 20:59:50 2009, 美东)
On October 8, the New York Times wrote a story on the Federal Housing
Administration (F.H.A.) stating:
Many of the loans the F.H.A. insured in 2007 and last year are now
turning delinquent, agency officials acknowledge. The loans made in those
two years are performing “far worse” than newer loans, dragging down the
whole portfol |
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a**********m
发帖数: 2098 | 2 “不想进入law这个领域” --> 可以做consulting，给一些帮别人license IP portfol
io的小公司 |
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G****m
发帖数: 28 | 3 I thought only attorney can do licensing work. Agent can do too? Same
situation as LZ.
portfol |
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j**********6
发帖数: 175 | 4 en,这个可以试试。 现在做的工作也包括帮助一些公司evaluate patent, license ip
etc.
portfol |
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a**********m
发帖数: 2098 | 5 “不想进入law这个领域” --> 可以做consulting，给一些帮别人license IP portfol
io的小公司 |
|
G****m
发帖数: 28 | 6 I thought only attorney can do licensing work. Agent can do too? Same
situation as LZ.
portfol |
|
j**********6
发帖数: 175 | 7 en,这个可以试试。 现在做的工作也包括帮助一些公司evaluate patent, license ip
etc.
portfol |
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a******6
发帖数: 78 | 8 john Hull那本书上提到了:
"option traders usually rebalance their portfolios at least once a day to
maintain delta neutrality. It is usually not feasible to maintain gamma and
vega neutrality on a regular basis. Typically a trader monitors these
measures. If they get too large , either corrective action is taken or
trading is curtailed."
为什么只提到了delta gamma and vega neutrality，而没有Theta呢？
还有一个问题：
assume BS and delta-neutral portfolio, then:
\theta + (1/2)\gamma S^2 \sigma^2 = r\Pi
where \Pi is the portfol |
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