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Bonus Problem (Optional, 25 marks) You are given that - The current price of the stock is St (where t 0. We consider a financial

image text in transcribed Bonus Problem (Optional, 25 marks) You are given that - The current price of the stock is St (where t0. We consider a financial derivative which will pay an amount VT=min(F,NST) at time T. Derive the formula of delta, gamma and vega of this derivative using the definition of delta, gamma and vega. Express your answer in terms of St,X,r,q,t,T and . Bonus Problem (Optional, 25 marks) You are given that - The current price of the stock is St (where t0. We consider a financial derivative which will pay an amount VT=min(F,NST) at time T. Derive the formula of delta, gamma and vega of this derivative using the definition of delta, gamma and vega. Express your answer in terms of St,X,r,q,t,T and

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