Description: |
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calculates and displays the different indices
which are used for trading with options, in particular
delta (the partial derivative of an option with respect
to the price S of the underlying asset), gamma (2 x
p .d.w.r.t. price S of underlying asset), eta (delta
x S / option price), delta-K (p.d.w.r.t. exercise price
K), vega (p.d.w.r.t. the volatility of the asset),
theta (p.d.w.r.t. the time to expiration), rho
(p.d.w.r.t. the domestic interest rate), rho-b (p.d.
w.r.t. the costs of carry (in percent of the value
of the underlying object).
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