NISHIO Hirokazu[Translate]
vega
Greeks (finance) - Wikipedia
Vega Definition

volatilityは特定のtime horizonでの価格分布の標準偏差で表現される
価格をこの標準偏差で微分したものがvega

Related Pages

"Engineer's way of creating knowledge" the English version of my book is now available on [Engineer's way of creating knowledge]
(C)NISHIO Hirokazu / Converted from [Scrapbox] at [Edit]