(Note: DerivaGe produces a value of theta per calendar day. The thela In equation (15.7) is per...

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(Note: DerivaGe produces a value of theta "per calendar day". The thela In equation (15.7) is "per year")

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Options Futures And Other Derivatives

ISBN: 9780131499089

6th Edition

Authors: John Hull

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Question Posted: Oct 19, 2024 08:00 AM

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(Note: DerivaGe produces a value of theta "per calendar day". The thela In equation (15.7) is "per year")
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(Note: DerivaGe produces a value of theta per calendar day. The thela In equation (15.7) is per...

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Options Futures And Other Derivatives

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