FX Option Delta Calculation
| Autor: | Lee, David |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2022 |
| Předmět: | |
| DOI: | 10.5281/zenodo.7314052 |
| Popis: | The pricing of a vanilla European option is done using the following original (market) input: spot FX rate, time to expiry, strike, domestic foreign interest rate, foreign interest rate, and volatility extracted from smile using all prior five parameters. https://finpricing.com/lib/EqAsian.html |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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