Use DerivaGem to check that equation (17.4) is satisfied for the option considered in Section 17.1. (DerivaGem

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Use DerivaGem to check that equation (17.4) is satisfied for the option considered in Section 17.1. (DerivaGem produces a value of theta “per calendar day.” The theta in equation (17.4) is “per year.”)

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Fundamentals of Futures and Options Markets

ISBN: 978-0132993340

8th edition

Authors: John C. Hull

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Question Posted: Jan 20, 2016 08:59 AM

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Use DerivaGem to check that equation (17.4) is satisfied for the option considered in Section 17.1. (DerivaGem

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Fundamentals of Futures and Options Markets

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