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.
∂2V/∂σ2.
Explain finite-difference method in finance.
List the arguments (variables) of which a FX call or put alternative model price is a function. How does the call & put premium change w.r.t. alteration in the arguments?Both call & put options are functions of just six variables: S
Explain the term functional form of coefficients in finite-difference methods.
How can a financial manager decide whether to accept or to reject proposed capital budgeting projects for a given MCC and IOS?
What is Sharpe ratio?
If we can’t measure calibration parameter how can we choose on its value?
Normal 0 false false
Explain the argued of Eugene Fama regarding excess return.
Is the Black–Scholes formula correct?
When was quantitative finance the domain of either economists or applied mathematicians?
18,76,764
1925864 Asked
3,689
Active Tutors
1434933
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!