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Mathematical finance / Investment / Black–Scholes / Greeks / Valuation of options / Put option / Call option / Futures contract / Delta neutral / Options / Financial economics / Finance
Date: 2013-11-15 11:15:15
Mathematical finance
Investment
Black–Scholes
Greeks
Valuation of options
Put option
Call option
Futures contract
Delta neutral
Options
Financial economics
Finance

Using the NAG Library to calculate financial option prices in Excel Marcin Krzysztofik and Jeremy Walton∗ The Numerical Algorithms Group Ltd. 1

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