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Consider a 4 month European put on a stock with no dividend the following parameters: S(0)=305,K=300,r=0.08,=0.25 (a) Compute the option's vega (b) If increases by
Consider a 4 month European put on a stock with no dividend the following parameters: S(0)=305,K=300,r=0.08,=0.25 (a) Compute the option's vega (b) If increases by 0.01 , what is the approximate increase in the value of the option
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Finite Mathematics and Its Applications
Authors: Larry J. Goldstein, David I. Schneider, Martha J. Siegel, Steven Hair
12th edition
978-0134768588, 9780134437767, 134768582, 134437764, 978-0134768632
