5571数理金融中等数值题short
Vega And Rho 1
题目
For a European call with spot 100, strike 100, rate 0.03, dividend yield 0, volatility 0.2, and maturity 1, what are Black-Scholes vega and rho?
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
vega
rho
题目
For a European call with spot 100, strike 100, rate 0.03, dividend yield 0, volatility 0.2, and maturity 1, what are Black-Scholes vega and rho?
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
vega
rho