Question: Not including the forward rate, name the five parameters that influence the value (premium) of a call option (i.e. define the following: delta, theta, lambda,
Not including the forward rate, name the five parameters that influence the value (premium) of a call option (i.e. define the following: delta, theta, lambda, rho, and phi). Briefly describe how each influences the call option premium (such as the option value increases as ___ increases/decreases. This is because . . .)
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