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 :)
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The Greeks & BSOP
12y ago#11 Delta, yes - it is N(D1)
2 Yes - June 2010 Aggrochem
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