5573数理金融中等数值题short

Vega And Rho 3

题目

For a European call with spot 120, strike 130, rate 0.02, dividend yield 0, volatility 0.18, and maturity 1.5, what are Black-Scholes vega and rho?

解题计时

0:00

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你的答案

vega

rho