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1 the volatility of a certain market variable is 30 per annum calculate a 99 confidence interval for the size of the
the most recent estimate of the daily volatility of the us dollarsterling exchange rate is 06 and the exchange rate at
assume that sampp 500 at close of trading yesterday was 1040 and the daily volatility of the index was estimated as 1
suppose that the daily volatilities of asset a and asset b calculated at the close of trading yesterday are 16 and 25
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a suppose that the daily change in the value of a portfolio is to a good approximation linearly dependent on two
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how much is gained from exercising early at the lowest node at the 9-month point in exampleexampleconsider a 1-year
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an american put option on a non-dividend-paying stock has 4 months to maturity the exercise price is 21 the stock price
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1 calculate the price of a 9-month american call option on corn futures when the current futures price is 198 cents the
1 which of the following can be estimated for an american option by constructing a single binomial tree delta gamma
who i want you to write the analysis this analysis for profit marginwarning dont use the below example paragraph for
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1 the black-scholes-merton model is used by traders as an interpolation tool discuss this view2 using table calculate
1 suppose that 70 billion of equity assets are the subject of portfolio insurance schemes assume that the schemes are
consider a 1-year european call option on a stock when the stock price is 30 the strike price is 30 the risk-free rate