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The Greeks & BSOP

Forums › Ask ACCA Tutor Forums › Ask the Tutor ACCA AFM Exams › The Greeks & BSOP

  • This topic has 1 reply, 2 voices, and was last updated 11 years ago by John Moffat.
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  • May 21, 2014 at 11:34 am #169860
    unsworth
    Member
    • Topics: 6
    • Replies: 5
    • ☆

    Dear Sir,

    1. In connection to Delta, Gamma, Theta, Vega and Rho, are we likely to be tested on the numerical and practical side in a P4 question?

    2. Has equity valuation using BSOP ever been examined? – I’m not able to spot a question on this. If yes, please let me know which year(s).

    Thanks in advance 🙂

    May 21, 2014 at 12:27 pm #169890
    John Moffat
    Keymaster
    • Topics: 57
    • Replies: 54705
    • ☆☆☆☆☆

    1 Delta, yes – it is N(D1)

    2 Yes – June 2010 Aggrochem

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