The Greeks & BSOP

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May 21, 2014 at 11:34 am #169860
unsworth
Participant
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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
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1 Delta, yes – it is N(D1)

2 Yes – June 2010 Aggrochem
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