7. Discuss the limitations of applying the Black-Scholes pricing model to value futures options and options on
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7. Discuss the limitations of applying the Black-Scholes pricing model to value futures options and options on fixed-income instruments.
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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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