Understanding N (d1) and N (d2): Risk-Adjusted Probabilities in the Black-Scholes Model 1

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Date: 2010-01-17 21:35:32 Mathematical finance Economics Binomial options pricing model Black–Scholes Moneyness Valuation of options Futures contract Call option Time value of money Options Financial economics Finance		Understanding N (d1) and N (d2): Risk-Adjusted Probabilities in the Black-Scholes Model 1 Add to Reading List Source URL: www.ltnielsen.com Download Document from Source Website File Size: 105,11 KB Share Document on Facebook

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