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並前往https://fr.coursera.org/lecture/financial-engineering-advancedtopics/the-greeks-vega-PH1Ga

The Greeks: Vega - Equity Derivatives in Practice: Part I

Vega therefore measures the sensitivity of the option price to Sigma, and using the Black-Scholes formula it can easily be calculated Vega is equal to Delta-C, ...

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