Last Updated:2025/11/19

Before the meeting, she computed the vera to determine how a shift in interest rates would affect vega and rho across the book.

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Before the meeting, she computed the vera to determine how a shift in interest rates would affect vega and rho across the book.

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会議の前に、彼女は二次感応度(無リスク金利に対するベガの変化率)を算出し、金利の変動がポートフォリオ全体のベガやローにどのように影響するかを判断した。

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