--%>
Assignment Help - homework help

What is Vomma or Volga in option value

What is Vomma or Volga in option value?

E

Expert

Verified

Vomma or Volga: It is the second derivative of the option value regarding volatility.

∂2V/∂σ2.

   Related Questions in Financial Management

  • Q : Risk adjusted discount rate A

    A risk-adjusted discount rate improves capital budgeting decision making compared to using a single discount rate for all projects. Explain.

    		•
  • Q : What is Arbitrage What is Arbitrage?

    What is Arbitrage?

    		•
  • Q : Define the term correct delta with an

    Define the term correct delta with an example?

    		•
  • Q : Describe how exchange rate fluctuations

    Describe how exchange rate fluctuations influence the return from a foreign market measured in dollar terms. Describe the empirical evidence on the effect of exchange rate uncertainty on the risk of foreign investment.Mostly exchange rate fluctu

    		•
  • Q : Explain distribution of maxima &

    Illustrates an example of distribution of maxima and minima in Extreme Value Theory?

    		•
  • Q : Invest through investors the lion's

    What the reason behind invest through investors the lion's share of their funds in domestic securities?Investors invest a lot in their domestic securities since there are significant barriers to investing overseas. The barriers may comprise exce

    		•
  • Q : Describe the long position in an

    Describe the long position in an options contract?An option is a contract giving the long the right to buy or sell a given quantity of an asset at a particular price at some time in the future, however not enforcing any obligation on him if the

    		•
  • Q : Describe the name of volatilities

    Describe the name of volatilities.

    		•
  • Q : Who explained the credit instruments

    Who explained the credit instruments explosion?

    		•
  • Q : Explain merits and demerits of Mr

    Mr. Ross Perot, a former Presidential candidate of the Reform Party, that is a third political party in the United States, had objected strongly to the creation of the North American Trade Agreement (NAFTA), that nonetheless was inaugurated in the year of 1994

    		•