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.
Where can a profitable strategy exist?
You take a taxi by the train station to the conference place. The taxi number is 20,922. How many taxis are there in the city?
How is Sharpe ratio making sense when Central Limit Theorem is valid?
What is rehedging the portfolio?
Define the steps of getting governing equation of Girsanov’s Theorem?
Explain Quants’ salaries through a survey.
What is the reason that financial managers calculate the marginal tax rate?
From books of Aggarwal Bors, following information has been extracted: Rs. Sales 2,40,000 Variable costs 1,44,000 Fixed costs 26,000 Profit before tax 70,000 Rate of tax
Why do Quants like Closed-Form Solutions?
Explain how a country can run net balance of payments deficit or surplus.A country can run net BOP deficit or surplus by engaging in the official reserve transactions. For instance, an overall BOP deficit can be supported through drawing down th
18,76,764
1956142 Asked
3,689
Active Tutors
1433815
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!