17.27. Use DerivaGem to check that equation (17.4) is satisfied for the option considered in Section 17.1.

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17.27. Use DerivaGem to check that equation (17.4) is satisfied for the option considered in Section 17.1. (Note: DerivaGem produces a value of theta “per calendar day.” The theta in equation (17.4) is “per year.”)

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Fundamentals Of Futures And Options Markets

ISBN: 9780134083247

9th Edition

Authors: John Hull

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Question Posted: Jul 26, 2024 08:00 AM

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17.27. Use DerivaGem to check that equation (17.4) is satisfied for the option considered in Section 17.1.

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Fundamentals Of Futures And Options Markets

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