Question
Describe the effect on a call options price that results from an increase in each of the following factors: Stock price and strike price Standard
Describe the effect on a call options price that results from an increase in each of the following factors: Stock price and strike price Standard deviation of stock return Risk-free rate Why might individuals purchase futures contracts rather than the underlying asset?
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Applied Quantitative Finance
Authors: Härdle
3rd Edition
3662544857, 978-3662544853
