|
15.
|
|
|
spot, strike, time, rate, volatility, cost_of_carry
|
|
|
|
à_vista, exercício, tempo, taxa, volatilidade, custo_de_carregamento
|
|
Translated and reviewed by
Marco Carvalho
|
|
|
|
16.
|
|
|
a, b, rho
|
|
|
|
a, b, rho
|
|
Translated and reviewed by
Marco Carvalho
|
|
|
|
17.
|
|
|
call_put_flag, spot, strike, time, domestic_rate, foreign_rate, volatility
|
|
|
|
tipo_compra_venda, à_vista, exercício, tempo, taxa_doméstica, taxa_externa, volatilidade
|
|
Translated and reviewed by
Marco Carvalho
|
|
|
|
18.
|
|
|
call_put_flag, spot, strike, time, t2, rate, volatility, cost of carry
|
|
|
|
tipo_compra_venda, à_vista, exercício, tempo, t2, taxa, volatilidade, custo_de_carregamento
|
|
Translated and reviewed by
Marco Carvalho
|
|
|
|
19.
|
|
|
call_put_flag, spot, strike, time, rate, volatility, lambda, gamma
|
|
|
|
tipo_compra_venda, à_vista, exercício, tempo, taxa, volatilidade, lambda, gamma
|
|
Translated and reviewed by
Marco Carvalho
|
|
|
|
20.
|
|
|
call_put_flag, spot, strike, time, rate, volatility, cost_of_carry, lambda
|
|
|
|
tipo_compra_venda, à_vista, exercício, tempo, taxa, volatilidade, custo_de_carregamento, lambda
|
|
Translated and reviewed by
Marco Carvalho
|
|
|
|
21.
|
|
|
call_put_flag, spot, strike, time, rate, cost_of_carry, volatility
|
|
|
|
tipo_compra_venda, à_vista, exercício, tempo, taxa, custo_de_carregamento, volatilidade
|
|
Translated and reviewed by
Marco Carvalho
|
|
|
|
22.
|
|
|
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)
|
|
|
|
tipo_compra_venda, p_t, f_t, x, t1, t2, v_s, v_e, v_f, rho_se, rho_sf, rho_ef, kappa_e, kappa_f)
|
|
Translated and reviewed by
Marco Carvalho
|
|
|
|
23.
|
|
|
spot, strike, t1, t2, rate, d, volatility
|
|
|
|
à_vista, exercício, t1, t2, taxa, d, volatilidade
|
|
Translated by
Fabrício Godoy
|
|
|
|
24.
|
|
|
call_put_flag, spot, alpha, time1, time, rate, volatility, cost_of_carry
|
|
|
|
tipo_compra_venda, à_vista, alfa, tempo1, tempo, taxa, volatilidade, custo_de_carregamento
|
|
Translated and reviewed by
Marco Carvalho
|
|
|