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发帖数: 2901 | 1 【 以下文字转载自 KESystem 俱乐部 】
发信人: djinwa (djinwa), 信区: KESystem
标 题: Option Risk Management - Theory of Stop Loss on Time
发信站: BBS 未名空间站 (Fri May 7 23:32:46 2010, 美东)
We all know that the option price is determined by underlining security, the
time value, the volatility, and the interest rate. It is very hard to
protect your option position or manage the risk by stop loss on value.
Therefore, a lot of people have to use complex option combos to hedge the
risk. The cost of doing so is fairly high. | m********0
发帖数: 2717 | |
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