w******g
发帖数: 271 | 1 hi Big Brothers/sisters,
if the underlying asset follows a normal model.
What will be the vega?
Thanks, |
h****n
发帖数: 336 | 2 What exactly is the question? You mean how does norm Vega look like?
I was asked to run IR Vega 5% shift instead of Norm Vega recently. Not sure what your question is.
【在 w******g 的大作中提到】
: hi Big Brothers/sisters,
: if the underlying asset follows a normal model.
: What will be the vega?
: Thanks,
|
k*****a
发帖数: 7389 | 3 hi, how's life in sg?
you have baby yet?
【在 h****n 的大作中提到】
: What exactly is the question? You mean how does norm Vega look like?
: I was asked to run IR Vega 5% shift instead of Norm Vega recently. Not sure what your question is.
|
h****n
发帖数: 336 | 4 who are you?
【在 k*****a 的大作中提到】
: hi, how's life in sg?
: you have baby yet?
|
w******g
发帖数: 271 | 5 hi 各位，
我是说vega的最后表达式是什么？
谢谢啦 |
z****g
发帖数: 1978 | |
