Search results

re asian option any chance the answer is 0.5? it is in the money --> delta = 1 but it is an asian option, hence the averaging process mitigates px sensitivity --> 0 < delta < 1

for 1) i know the formula,,,,,i was doing the same as what u said,,,,,but my calculated answer was not one of the four choices something similiar happened 4 to 5 times on other questions about VaRs. any ideas on the remainings that i have mentioned? thank you

Hi, anyone can recall questions asking for VaRs? I almost could not get the answer for all VaR calculations I thought i remember the formula correctly but my calculated answers were never a choice. 1) i recall one question given u annualized return and vol (assuming trade day 250), asking you...