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    [有錢收] 徵高人做大三的option assignment

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    alexandra 发表于 27-4-2012 11:39:30
    859 0

    本内容为网友发布信息,仅代表原作者观点,不代表本平台立场。

    找人做大三的option assignment,
    內容大概是這樣
    Identify an option (in any market in the world) that you believe is mispriced. Explain,
    illustrate and justify clearly why you think the instrument is mispriced.
    Develop an arbitrage, delta-neutral strategy that will make money from the mispriced
    derivative. Specifically, detail the minimum costs of undertaking this strategy and
    pursuing it. You can use as much money as you like. Given that the strategy is
    theoretically risk free, you should not lose any money anyway!
    Every week you are responsible for adjusting your delta-neutral portfolio. Make a
    record of all transactions and profit / loss of the strategy. You are required to show
    evidence of at least two adjustments (even if it was advantageous to close-out early –
    you can discuss this in your report).
    Write a report detailing all your transactions and the rationale behind them.
    Part B
    Retrospectively, it is possible to determine if your belief in the option you thought
    was mispriced in Part A was correct or not. Once you have completed Part A
    (requiring at least holding the position for 3 weeks – one week you form the portfolio
    and 2 subsequent weekly delta re-balances) go back and using historical data
    determine if the option was truly mispriced and whether you took the correct positions
    to benefit from the mis-pricing. Discuss your methodology for examining if the
    option was mispriced in your report and your interpretation of the results in this new
    light.


    歡迎有option知識背景的人士幫助做,
    酬勞 >100 歡迎查詢
    要求: 70%左右
    QQ:774651704 註明option assignment
    電話:0430980242

    BBS提醒: 请避免提前支付订金、押金等任何费用,请与对方当面沟通,确认资质并看清条款。谨防上当受骗。

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