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b) If a portfolio value of derivatives dependent on a dividend-paying stock satisfies the differential equation of Jika
Posted: Tue Jul 05, 2022 1:38 pm
by answerhappygod
- B If A Portfolio Value Of Derivatives Dependent On A Dividend Paying Stock Satisfies The Differential Equation Of Jika 1 (95.03 KiB) Viewed 4 times
b) If a portfolio value of derivatives dependent on a dividend-paying stock satisfies the differential equation of Jika nilai portfolio derivatif yang bergantung kepada saham yang membayar dividen memenuhi persamaan pembezaan bagi Әп at +rS дл 1 + as 20²52 2²π as² = rm, show a general equation that relates delta, theta and gamma. (4 marks) tunjukkan persamaan am yang mengaitkan delta, theta dan gamma. (4 markah)