baw方法进行定价返回delta值black,scholes_america_,trtd指数期权tdtd1tdtr,trtd看跌tdtd1tdtr,real@@实数返回delta值范例,codereturnblack_scholes_,_delta30,53001512,002815code,…

期权交易策略01期权delta对冲2019,期权交易策略01期权delta对冲,的定义及其性质1delta=,id=12957img3delta与标的,r都有关2delta对冲原理,常见策略1不断调节,的回测分析1静态对冲,…

b8%b1%ea_1quot,=quot_blankquot,_scholes_americacontracttype,db%d6%b5_1quot,helpdocsearchcontenttslkeyword=delta_2,_scholes_america_deltacontracttypeoptiontype,…

attachmenttitle1摘要title11期权板块,有的期权代码2op_getunderlyingsecurity市场,有的期权标的3op_getoptionchain标的,期权行情类数据1markettabletradetable,期权风险类指标1op_,…

01-10cb_rho2,01-10cb_delta,债delta向后兼容,01-10cb_theta,01-10cb_gammaelasticity,cb_deltaelasticity可转债delta弹性期权,cb_deltaelasticity2可转债delta弹性转,-10cb2_delta可转债,…

定向可转债方式1从,数示例title1title2示例1title2在,endt:=20260120tsetsysparampn_dateendt,stocksdobeginsetsysparampn_stockstock,ni正股价:=cb_stock_,当期收益率%:=cb_currentyieldendt,…

期权的隐含波动率期权类型deltaoptions_,默认tdtrtrtd1tdtd,quotop10004416quotsetsysparampn_date20221128t,pn_cyclecy,optype:=0returnoptions_skewcal_,media2026-01-29_rhkuoltxro00kytjimage6,…

风险sigmaffi_sigmaw,arrayxarrayfarraydeltaarrayreal,二维数字数组n*1@@,k*k@@delta@@,二维数字数组n*1@@,值范例tcodew_p:=,002x:=array1149137-,2745721006287-,00842400084240051119delta:=array,…

组合betaffi_pfbetaw,parrayw_barray,arrayfarraydeltaarrayreal,二维数字数组n*1@@,二维数字数组n*1@@,k*k@@delta@@,二维数字数组n*1@@,值范例tcodew_b:=,005476003995w_p:=,…

个股betaffi_stockbetaw,arrayxarrayfarraydeltaarrayarray,二维数字数组n*1@@,k*k@@delta@@,二维数字数组n*1@@,值范例tcodew_b:=,003995x:=array1149137-,2745721006287-,00842400084240051119delta:=array,…