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Mathematical Finance Question: Derive the formulas for rho given in equations (9.18) and (9.19) 9.5 The Rho (p) of an Option The rho (p) is

Mathematical Finance Question:

Derive the formulas for rho given in equations (9.18) and (9.19)

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9.5 The Rho (p) of an Option The rho (p) is the rate of change of the option price with respect to interest rates. For the BS call option price 9.18) and for the put op PP =-=-KTe_rTN(-4). 9.19)

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