|
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
|
|
|
|
25.
|
|
|
call_put_flag, spot, strike, a, time, m, dt, rate, cost_of_carry, volatility
|
|
|
|
tipo_compra_venda, à_vista, exercício, a, tempo, m, dt, taxa, custo_de_carregamento, volatilidade
|
|
Translated and reviewed by
Marco Carvalho
|
|
|
|
26.
|
|
|
spot, strike, time1, time2, rate, cost_of_carry, volatility
|
|
|
|
à_vista, exercício, tempo1, tempo2, taxa, custo_de_carregamento, volatilidade
|
|
Translated and reviewed by
Marco Carvalho
|
|
|
|
27.
|
|
|
spot, strike_call, strike_put, time, time_call, time_put, rate, cost_of_carry, volatility
|
|
|
|
à_vista, exercício_compra, exercício_venda, tempo, tempo_compra, tempo_venda, taxa, custo_de_carregamento, volatilidade
|
|
Translated and reviewed by
Marco Carvalho
|
|
|