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Derive The Black-Scholes Greeks @ Delta, Gamma, Vega, Theta and Rho for a European Call and Put on a non-dividend stock. Show the detailed steps
Derive The Black-Scholes Greeks @ Delta, Gamma, Vega, Theta and Rho for a European Call and Put on a non-dividend stock. Show the detailed steps in each calculation
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Personal Finance
Authors: Jack Kapoor, Les R. Dlabay, Robert J. Hughes
2nd Edition
0256079056, 9780256079050
