What is Vomma or Volga in option value
What is Vomma or Volga in option value?
Expert
Vomma or Volga: It is the second derivative of the option value regarding volatility.
∂^{2}V/∂σ^{2}.
Who concluded that stock prices were unpredictable and coined the phrase ‘market efficiency’?
Assume Morgan Guaranty, Ltd. is quoting swap rates as follows: 7.75 - 8.10 percent annually against six-month dollar LIBOR for dollars and 11.25 - 11.65 percent annually against six-month dollar LIBOR for British pound sterling. At what rates will Morgan Gua
Hebner Housing Corporation consist of forecast the given numbers for the upcoming year as follows:
• Net income = 180,000.
• Sales = $1,000,000.
&b
Explain how portfolio’s value for realization calculated? Give an example.
Explain swap broker ?
A swap broker arranges a swap among two counterparties for fee without taking a risk position within the swap.
How many assumptions are made to find a taxi?
Illustrates the formula of Rho for the foreign exchange option value?
Explain Central Limit Theorem with an example of random variables.
Who proposed the probabilistic approach based on copulas?
What is Value at Risk?
18,76,764
Questions Asked
21,311
Experts
9,67,568
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!