5572数理金融中等数值题short
Vega And Rho 2
题目
For a European put with spot 95, strike 90, rate 0.04, dividend yield 0.02, volatility 0.22, and maturity 0.5, 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 put with spot 95, strike 90, rate 0.04, dividend yield 0.02, volatility 0.22, and maturity 0.5, 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