I guess the answer here is wrong.. can anyone confirm please.. Class no. 17 p1 derivatives cfal2 Class time 58:00 minutes Answer is not matching
SSEI QForum Latest Questions
can any one explain this DeltaH = –0.6737 (or –0.4010/0.5952) then again 1/0.6737 = 148,428.
In class we have been taught that currency swaps are entered to reduce the cost of funding. Here, the reason for ...
why 0.216 even for American in American put payoff on both up and down side how?
Yash lalwaniBeginner
Q1. Why is Gamma for near-term options more relative to far-term options? Q2. How or why in a delta-neutral portfolio, having positive gamma beneficial? Is it unaffected by price movement in either (up or down) direction? If yes, how?
The Crashophobia phenomenon suggests that IV plotted across strike prices will give a half-smile/smirk. I get the intuition that induced fear of crash will lead to OTM put buying-higher demand-high IV. For lower strike calls (ITM Call), sir stated that buying would ...
what is logic behind highlighted text[ why down step]