Question
If the vega of a put option is 6.6, an increase in volatility from 16 to 17% A.decreases the value of the option by about
If the vega of a put option is 6.6, an increase in volatility from 16 to 17%
A.decreases the value of the option by about 6.6.
B.increases the value of the option by about 0.066.
C.increases the value of the option by about 6.6.
D.decreases the value of the option by about 0.066.
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International Trade Finance
Authors: Indian Institute Of Banking & Finance
1st Edition
9386394723, 978-9386394729
