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The delta of a deep in-the-money call option isapproximately:O 1.0.O 0.0.O -1.0.O 0.5.O-0.5. 2 answers
The delta of a deep in-the-money call option isapproximately:O 1.0.O 0.0.O -1.0.O 0.5.O-0.5. 2 answers
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Fixed Income Securities Valuation Risk and Risk Management
Authors: Pietro Veronesi
1st edition
0470109106, 978-0470109106
