Quant analytics: Options Pricing Greeks delta, gamme, vega, rho, theta, C++ programming
Quant analytics: Options Pricing Greeks delta, gamme, vega, rho, theta, C++ programming Join my FREE newsletter if you like these sort of articles algo Shows sensitivity to an options price Example: Contractual time life of 1 year T = 1.00 S(stock price)=100 K=100 v=30 percent r=4 percent Div yield=0% (no dividend) OPTION …
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