Last Updated:2025/11/24
After backtesting, the risk team concluded that the cega of the multi-asset option could amplify P&L swings during sudden correlation shifts, so they hedged accordingly.
See correct answer
After backtesting, the risk team concluded that the cega of the multi-asset option could amplify P&L swings during sudden correlation shifts, so they hedged accordingly.
音声機能が動作しない場合はこちらをご確認ください
Edit Histories(0)