5567数理金融中等数值题short
Delta And Gamma 2
题目
For a European put with spot 95, strike 100, rate 0.04, dividend yield 0.01, volatility 0.25, and maturity 0.5, what are Black-Scholes delta and gamma?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案
delta
gamma
题目
For a European put with spot 95, strike 100, rate 0.04, dividend yield 0.01, volatility 0.25, and maturity 0.5, what are Black-Scholes delta and gamma?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案
delta
gamma