How is Vega completely different from Greeks
How is Vega completely different from Greeks?
Expert
Vega is completely differing from the other greeks since this is a derivative regarding a parameter and not a variable. It can be significant. This is perfectly acceptable to consider sensitivity to a variable that does vary, after all. Although, it can be dangerous to measure sensitivity to somewhat, as volatility, that is a parameter and may, for illustration, have been assumed to be constant. It would be internally inconsistent.
Normal 0 false false
What are the Forward and Backward Equations?
Explain marked to market by using the implied volatility.
Provide three examples of mutually exclusive projects.
Does LMM stand for? Explain.
Explain the differences between foreign bonds & Eurobonds. Also describe why Eurobonds make up the lions share of the international bond market.The two segments of the international bond market are following: foreign bonds & Eurobo
Illustrates an example of Monte Carlo Simulation?
What did you meant by the Value of a Contract? Answer: Value usually implies the theoretical cost of building up a new contract by simpler products, such as replicat
Who concluded that stock prices were unpredictable and coined the phrase ‘market efficiency’?
What is Meant by ‘Complete’ and ‘Incomplete’ Markets?
18,76,764
1942719 Asked
3,689
Active Tutors
1460054
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!