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What is a Duration Analysis used for? Explain the intuition, main idea, and main concept of the Black-Scholes-Merton option pricing model. Make sure to mention
What is a Duration Analysis used for?
- Explain the intuition, main idea, and main concept of the Black-Scholes-Merton option pricing model. Make sure to mention the main points that led them to their solution. Indicate the specific variables they used to predict the option value.
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Advanced Accounting
Authors: Joe Hoyle, Thomas Schaefer, Timothy Doupnik
10th edition
0-07-794127-6, 978-0-07-79412, 978-0077431808
