题目
What is the reason for undertaking a vega hedging? To minimize the:
选项
A.possibility of counterparty default risk.
B.potential loss as a result of a change in the volatility of the underlying source of risk.
C.adverse effect due to the government regulation.
D.potential loss as a result of a large movement in the underlying source of risk.
答案
B
解析
Vega describes the rate of change of the value of a portfolio with respect to the volatility of the underlying asset.Vega描述了资产组合价值相对于基础资产波动率的变化率。