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.
How is the risk into portfolio measured in Crash Metrics?
Why is traditional, simple VaR measurement not coherent?
What are a callable bond and a putable bond? How can each of these bonds affect their market interest rates?
Define the steps of getting governing equation of Girsanov’s Theorem?
Discuss the fundamental motivations for a counterparty to enter in a currency swap. One fundamental reason for a counterparty to enter in a currency swap is to exploit the comparative benefit of the other in gaining debt financing at a lower int
Can I get the answers for straight supply?
What is Charmin hedge position?
Company A is a AAA-rated firm wanting to issue five-year FRNs. It determines that it can issue FRNs at six-month LIBOR + 1/8 percent or at the six-month Treasury-bill rate + ½ percent. Specified its asset structure, LIBOR is the preferred index. Comp
What is Hedge?
Determine the efficiency of finite differences?
18,76,764
1954176 Asked
3,689
Active Tutors
1461111
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!