Implied volatility Vega
Vegameasuresthesensitivityoftheoptionpricetoa1%changeintheimpliedvolatility.Theunitsofvegaare$/σ;however,liketheotherGreeks,theunits ...,Vegaistheshiftinoptionvaluecausedbyanincreaseinimpliedvolatilityof1%or1volpoint.YouareLongVegaifyouarelongano...
Vega
- implied volatility excel
- Implied volatility data
- implied volatility options
- Calculate implied volatility
- historical volatility
- iv option
- implied volatility realized volatility
- volatility smile
- implied volatility公式
- implied volatility options
- implied volatility surface
- Implied volatility Vega
- volatile memory
- Implied volatility Vega
- volatile organic compounds
- 隱含價格波動率
- implied volatility smile
- implied volatility formula
- statistical volatility
- implied volatility excel
- volatility skew
- fx implied volatility
- implied volatility surface
- realized volatility
- implied volatility unique
Vegameasuresanoption'ssensitivitytochangesinimpliedvolatility.Impliedvolatilityismeasuredinpercentagetermsandisakeyvariableinpricing ...
** 本站引用參考文章部分資訊,基於少量部分引用原則,為了避免造成過多外部連結,保留參考來源資訊而不直接連結,也請見諒 **