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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