Instrument Delta Gamma Vega 3-year call option with exercise rate of 0.12 $40 $1,343 $5.02 3-year swap

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Instrument Delta Gamma Vega 3-year call option with exercise rate of 0.12 $40 $1,343 $5.02 3-year swap with fixed rate of 0.1125 $152 -$678 $0 2-year FRA with fixed rate of 0.11 $72 -$390 $0

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Investment

ISBN: 978-0073530703

9th edition

Authors: Zvi bodie, Alex kane, Alan j. marcus

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Posted Date: Jan 20, 2021 05:46 AM

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Instrument Delta Gamma Vega 3-year call option with exercise rate of 0.12 $40 $1,343 $5.02 3-year swap

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