Question
Vega measures: Group of answer choices The sensitivity of a option value to interest rate changes The rate of change of the option value with
Vega measures:
Group of answer choices
The sensitivity of a option value to interest rate changes
The rate of change of the option value with regard to the passage of time
The rate of change of option price with regard to the asset volatility
None of the above
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Forecasting Methods And Applications
Authors: Spyros G. Makridakis, Steven C. Wheelwright, Rob J Hyndman
3rd Edition
0471532339, 9780471532330
