What impact will a rise in volatility have on the value of a call option? And a

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What impact will a rise in volatility have on the value of a call option? And a drop in interest rates? And payment of a dividend? And the extension of the maturity of an option? And an upward revision of the strike price? And on the value of a call option?

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Corporate Finance Theory And Practice

ISBN: 9780470721926

2nd Edition

Authors: Pierre Vernimmen, Pascal Quiry

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