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  Topic: Different Theta, Vega and Rho values
cupidlay2004

Replies: 0
Views: 18860

PostForum: Option Pricing Models   Posted: Wed Aug 23, 2006 7:28 pm   Subject: Different Theta, Vega and Rho values
I have a question about the Example http://www.excel-modeling.com/examples/example_013.htm

I tried those exact numbers in some on-line calculators and turns out the values of Theta, Vega,and Rho a ...
 
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