=+ (b) Compute the vega of this option.

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(b) Compute the vega of this option.

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Introductory Course On Financial Mathematics

ISBN: 9781908977380

1st Edition

Authors: M V Tretyakov

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Question Posted: Oct 23, 2024 08:06 AM

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=+ (b) Compute the vega of this option.
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=+ (a) Explain what S0 , r, , K and T in this formula are.
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=+ (b) Compute the vega of this option.

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Introductory Course On Financial Mathematics

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