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|
19.
|
|
|
a, b, rho
|
|
|
|
|
a; b; Rho
|
|
Translated and reviewed by
Hendrik Richter
|
|
|
|
|
20.
|
|
|
call_put_flag, spot, strike, time, domestic_rate, foreign_rate, volatility
|
|
|
|
|
Call_oder_Put; Kassapreis; Ausübungspreis; Laufzeit; inländischer_Kurs; ausländischer_Kurs; Volatilität
|
|
Translated and reviewed by
Hendrik Richter
|
|
|
|
|
21.
|
|
|
call_put_flag, spot, strike, time, t2, rate, volatility, cost of carry
|
|
|
|
|
Call_oder_Put; Kassapreis; Ausübungspreis; Laufzeit1; Laufzeit2; Kurs; Volatilität; Übertragskosten
|
|
Translated and reviewed by
Hendrik Richter
|
|
|
|
|
22.
|
|
|
call_put_flag, spot, strike, time, rate, volatility, lambda, gamma
|
|
|
|
|
Call_oder_Put; Kassapreis; Ausübungspreis; Laufzeit; Kurs; Volatilität; Lambda; Gamma
|
|
Translated and reviewed by
Hendrik Richter
|
|
|
|
|
23.
|
|
|
call_put_flag, spot, strike, time, rate, volatility, cost_of_carry, lambda
|
|
|
|
|
Call_oder_Put; Kassapreis; Ausübungspreis; Laufzeit; Kurs; Volatilität; Übertragskosten; Lambda
|
|
Translated and reviewed by
Hendrik Richter
|
|
|
|
|
24.
|
|
|
call_put_flag, spot, strike, time, rate, cost_of_carry, volatility
|
|
|
|
|
Call_oder_Put; Kassapreis; Ausübungspreis; Laufzeit; Kurs; Übertragskosten; Volatilität
|
|
Translated and reviewed by
Hendrik Richter
|
|
|
|
|
25.
|
|
|
call_put_flag, p_t, f_t, x, t1, t2, v_s, v_e, v_f, rho_se, rho_sf, rho_ef, kappa_e, kappa_f)
|
|
|
|
|
Call_oder_Put; p_t; f_t; x; Laufzeit1; Laufzeit2; v_s; v_e; v_f; Rho_se; Rho_sf; Rho_ef; Kappa_e; Kappa_f)
|
|
Translated and reviewed by
Hendrik Richter
|
|
|
|
|
26.
|
|
|
call_put_flag, spot, strike, t1, t2, rate, d, volatility
|
|
|
|
|
Call_oder_Put; Kassapreis; Ausübungspreis; Laufzeit1; Laufzeit2; Kurs; d; Volatilität
|
|
Translated and reviewed by
Hendrik Richter
|
|
|
|
|
27.
|
|
|
call_put_flag, spot, alpha, time1, time, rate, volatility, cost_of_carry
|
|
|
|
|
Call_oder_Put; Kassapreis; Alpha; Laufzeit1; Laufzeit2; Kurs; Volatilität; Übertragskosten
|
|
Translated and reviewed by
Hendrik Richter
|
|
|
|
|
28.
|
|
|
call_put_flag, spot, strike, a, time, m, dt, rate, cost_of_carry, volatility
|
|
|
|
|
Call_oder_Put; Kassapreis; Ausübungspreis; a; Laufzeit; m; dt; Kurs; Übertragskosten; Volatilität
|
|
Translated and reviewed by
Hendrik Richter
|
|
|
