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Component |
Resolution - Vanilla Options |
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Brief |
Use this template to examine the behavior of the generalised Black-Scholes function. The option value or Greeks can be plotted against any two of the input parameters, giving an easily interpreted graphical representation of the function's behavior as the inputs are varied. |
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Worksheet |
Description |
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Modelling |
This is the main sheet of the template, and is where the results will be displayed. Functions Used oGBS |
Copyright © 2005 Resolution Financial Software.