New answers tagged finance
0
Although I don't think that this is a question that fits in here, I will give you a reference.
You might want to have a look at the so called greeks, you find a first overview here:
http://en.wikipedia.org/wiki/Greeks_(finance)
4
This might be a surprise to you, you can evaluate the option using Black Scholes.
The key concept is change your numéraire from dollar to the asset associated with $V$. The $V$ in your payout $\max(U_t-V_t,0)$ will effectively get replaced by a constant, the par forward of asset $V$ at maturity $t$.
Since $U_t$ and $V_t$ are independent, you can ...
2
quandl is a new data source for all kind of econometric time series.
Top 50 recent answers are included
