Dear Tutor
Kindly advise whether the Grabbe (1983) variant of the black and scholes option pricing model examinable ?
I saw that in the pilot paper relevant upto december 2012, Question 2 . The question type is different from the other foreign exchange risk question and Blk & scholes option pricing questions we've had before.
Kindly advise whether the Grabbe (1983) variant of the black and scholes option pricing model examinable ?
I saw that in the pilot paper relevant upto december 2012, Question 2 . The question type is different from the other foreign exchange risk question and Blk & scholes option pricing questions we've had before.
