18. Managers need to know how sensitive an options value is to changes in the factors that...

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18. Managers need to know how sensitive an option’s value is to changes in the factors that affect the value of an option.

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Measuring And Controlling Interest Rate And Credit Risk

ISBN: 9780471268062

2nd Edition

Authors: Frank J. Fabozzi, Steven V. Mann, Moorad Choudhry

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