What are different variables and parameters of Vega Hedging
What are distinction variables and parameters of Vega Hedging?
Expert
The distinction among variables are underlying asset time and price and parameters are dividend yield, volatility and interest rate is extremely significant here. This is justifiable to rely on sensitivities of prices to variables, other than usually not sensitivity to parameters. To find around this problem this is possible to independently model volatility, as variables themselves. In this way it is possible to make a consistent theory.
Explain in brief about the time value of money?
what are the factors resposible for the recent surge in international portfolio investment?
Assume that you inherited some money. A friend of yours is working as an unpaid intern at a local brokerage firm, and her boss is selling securities that call for 4 payments of $50 (1 payment at the end of each of the next 4 years) plus an extra payment of $1,000 at the end of Year 4. Your friend sa
Explain probability of some buses having arrived when the Poisson process is utilized.
Explain exotic or over-the-counter (OTC) contracts.
What is Colour for option value?
Illustrates an example of Option Adjusted Spread. Answer: Analyses by using Option Adjusted Spreads are common within Mortgage-Backed Securities (MBS).
Elaborate: The increased common stock cash dividend can send a signal to the common stockholders.
When we can use Monte Carlo numerical method?
With whom Sharpe is shared Nobel Prize (1990)?
18,76,764
1943255 Asked
3,689
Active Tutors
1448460
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!