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Quant版 - what is vega under normal model
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相关话题的讨论汇总
话题: vega话题: what话题: normal话题: model话题: hi
进入Quant版参与讨论
1 (共1页)
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
6
beta to VIX
1 (共1页)
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急问: return dispersion是啥?哪里有asset management公司的排名?
相关话题的讨论汇总
话题: vega话题: what话题: normal话题: model话题: hi