What is Speed in option value
What is Speed in option value?
Expert
Speed: It is an option rate of change of the gamma respecting the stock price.
Speed = ∂3V/∂S3.
How is Sharpe ratio making sense when Central Limit Theorem is valid?
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Illustrates an example of traditional Value at Risk by Artzner et al?
Explain the term Modigliani–Modigliani measure.
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How is gamma measure the rehedged position?
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Explain the example of equilibrium model as Capital Asset Pricing Model.
Which is lesser for a particular company: the cost of equity or the cost of debt (ignoring taxes)? Explain.
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