[讨论]P&L - 经管之家

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收藏 2008-04-28

Is there any delta/gamma/theta for equity P&L?

I only know the greek is for options.

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2008-4-28 21:56:00

maybe it is true,but it depend on your applicable system to price the equity portfolio.

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2008-4-29 08:38:00

I searched the internet and noticed this is one of the requirements for traders.

Do you know if there is any document regarding equity p&l delta/gamma/theta....

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