题目内容
（请给出正确答案）
A.Vega用来度量期权价格对波动率的敏感性
B.波动率与期权价格成正比
C.期权到期日临近，标的资产波动率对期权价格影响变小
D.该值越小，表明期权价格对波动率的变化越敏感
参考答案
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更多“下列关于Vega说法正确的有（）。A.Vega用来度量期权价格对波动率的敏感性B.波动率与期权价格成正比C”相关的问题
A.当购买平值期权时，theta值会变大且为正
B.期限较长的实值期权的gamma值最大
C.期限较长的平值期权的vega值最大
D.深度实值的看跌期权的delta值趋于+1
A.外汇远期产品同时涉及汇率风险和利率风险，那么，在汇率风险敞口统计过程中需在远期敞口中纳入外汇远期的头寸，同时也需在利率风险一般风险中根据币种和剩余期限将相关头寸进行计量
B.外汇掉期产品同时涉及汇率风险和利率风险，那么只需考虑风险较大的一种
C.对于外汇期权，既需将其Delta头寸纳入外汇敞口计算汇率风险，亦需单独计算其Gamma和Vega的风险
D.外币利率掉期期权涉及外汇、利率和期权风险，需进行分拆
E.对于外汇期权，只需将其Delta头寸纳入外汇敞口计算汇率风险即可
A.期权的vega是衡量波动率对期权价格的影响程度的指标
B.期权的vega可能为正，也可能为负
C.随着到期日临近，期权的vega变大
D.平值合约的vega最大
A.利用股指期货对冲股票组合的β风险
B.利用国债期货对冲债券组合的久期风险
C.利用股指期货对冲股指期权的Delta风险
D.利用ETF基金对冲ETF期权的Vega风险
A.相较实值期权和虚职期权，平值期权theta的绝对值更大
B. 虚值期权的gamma值最大
C. 对一认购期权来说，delta在深度实值时趋于0
D. 平值期权Vega值最大
A.欧式看涨期权的vega值当期权处于平值状态时最大。
B.欧式看跌期权的delta值随着标的股票价格上升而趋于0。
C.平值欧式期权的gamma值随着期权的剩余期限减少而增加。
D.和平值欧式看涨期权相比，具有相同执行价格和剩余期限的虚值歌式期权具有一个负的较大的theta值。
根据下列文章,请回答 46～50 题。
Female Bullfighting
It was a unique，eye-catching sight：an attractive woman in a shiny bullfighter’s suit， sword in hand，facing the sharp horns of a black，500-kilogram beast．
Most people thought the days of female bullfighting were over in Spain．__________(46)
The first woman fighter,Cristina Sanchez，quit in l 999 because of mate discrimination(歧视)。But Vega is determined to break into what could be Spain’s most resistant male field．__________ (47)Spanish women have conquered almost all male professions．__________ (48)“The bull does not6 ask for your identity card，”she said in an interview a few years ago．She insisted that she be judged for her skills rather than her femaleness．
Vega became a matador(斗牛士)in l 997 in the southwestern city of Cancers．__________(49)She entered a bullfighting school in Malaga at” age nine and performed her first major bullfight at age l 4。She has faced as much opposition as Sanchez did．And the” difficulties have made her grow into a very strong bullfighter,” her brother Jorge says．
The 1.68-metre tall and somewhat shy Vega says her love of bullfighting does not make her any less of a woman．__________ (50)
A．She intends to become even better than Sanchez was．
B．Her father was an aspiring(有雄心壮志的)bullfighter
C．But many bullfighting professionals continue to insist that women do not have what it takes to perform. the country’s” national show”．
D．“I’m a woman from head to toe and proud of it．”she once said．
E．She looks like a male bullfighter．
F．But recently,29-year-old Mad Paz Vega became the second woman in Spanish history to fight against those heavy animals．
第 46 题 请选择（1）处最佳答案。
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