25. Explain why the Black option on futures pricing model is simply a pricing mode! for options...

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25. Explain why the Black option on futures pricing model is simply a pricing mode! for options on instruments with a zero cost of carry.

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An Introduction To Derivatives And Risk Management

ISBN: 9780324321395

7th Edition

Authors: Don M. Chance, Roberts Brooks

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Question Posted: Oct 18, 2024 08:00 AM

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25. Explain why the Black option on futures pricing model is simply a pricing mode! for options on instruments with a zero cost of carry.
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25. Explain why the Black option on futures pricing model is simply a pricing mode! for options...

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An Introduction To Derivatives And Risk Management

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