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Greeks For Greeks Css

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greeks monte carlo greeks underlying 蒙特卡洛方法 的结果是存在error的，但这不代表不能使用finite difference方法计算Greeks。只要你的MC error要低于你差分时的step error即可。 另外，求Greeks有三种常用方法：路径 …

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Greeks For Greeks Css实际上为了获利归因和结算方便，一般实务中的 Greeks 都会用Cash形式的，这样度量的金额可以直接对应产品的金额 而例外是 vega 这种变化量不是金额而是百分比的量，所以cash度量不适 … 1 delta Greeks

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