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 an unhedged European option, actual payoff and initial premiums | premium of an option and the volatility of the price of an asset | expiry payoff diagrams for various portfolios | portfolio of options | options depending on the stock price |
Exercise sheet 1
Exercises and solutions in LaTex
| Added By: |
Mathbank
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| Date Added: | 22 Apr 2009 13:01 |
| Tags: | Exercise, stock price, options stock price, European option actual payoff initial premiums, Financial Mathematics, mathbank, options portfolio , expiry payoff diagrams , premium option volatility price asset |
| Viewing permissions: | World |
| Link: | http://edshare.soton.ac.uk/id/eprint/2495 |
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