44. Derive the Delta of a put option as priced by the BlackScholesMerton formula from (9.106): DP...
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44. Derive the Delta of a put option as priced by the Black–Scholes–Merton formula from (9.106):
DP ¼ Fðd1Þ 1:
(Hint: Consider exercise 21 and put-call parity from (9.105).)
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Related Book For 
Introduction To Quantitative Finance A Math Tool Kit
ISBN: 978-0262013697
1st Edition
Authors: Robert R. Reitano
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