What is Vega
What is Vega?
Expert
Vega: The Vega, sometimes termed as zeta or kappa, it is a very significant but confusing quantity. This is the sensitivity of the option price to volatility.
Vega = ∂V/∂σ.
Which numerical method should we use?
Illustrates an example of Co-integration?
Describe the advantages of investing by international mutual funds? The advantages of investing by international mutual funds comprise: (1) save transaction/information costs,
Describe the advantages of investing by international mutual funds?
The advantages of investing by international mutual funds comprise:
(1) save transaction/information costs,
Based on the information below, calculate the weighted average cost of capital. Great Corporation has the following capital situation. Debt: One thousand bonds were issued five years ago at a coupon rate of 10%. They had 25-year terms and $1,000 face values. They are now selling to yield 9%. Th
Explain the uncertain volatility.
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Explain degree of confidence and the relationship along with deviation.
How is quantity of model risk dependency on vega hedge?
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