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Determine the delta and the gamma for a synthetic short forward on a nondividend-paying stock. Delta = -1 and Gamma = 0 Delta = -1
Determine the delta and the gamma for a synthetic short forward on a nondividend-paying stock.
Delta = -1 and Gamma = 0
Delta = -1 and Gamma = 1
Delta = 0 and Gamma = 0
Delta = 1 and Gamma = -1
Delta = 1 and Gamma = 0
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AML Auditing Understanding Fraud And Embezzlement What Every AML KYC Auditor Should Know
Authors: Bob Walsh
1st Edition
1539591794, 978-1539591795
