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Explain what it would mean if you calculate call delta to be 0.11, call gamma to be 0.11, and call vega to be 25. Use
- Explain what it would mean if you calculate call delta to be 0.11, call gamma to be 0.11, and call vega to be 25. Use this information to calculate the expected call price if the stock price increases by $5 given the current call price is $5. clearly show the answer for each part Round to 4 decimals
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Fixed Income Securities Tools For Todays Markets
Authors: Bruce Tuckman, Angel Serrat
3rd Edition
0470891696, 978-0470891698
