Study Manual for SOA Exam MFE

Study Manual for SOA Exam MFE

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Table 14.1 : Formula summary for this lesson Quiz 14-4 An exchange option allows receiving 2 shares of stock A in return for 1 share of stock B. ... Determine the premium for a European put-on-call option with the same underlying asset and strike price. ... Value of American call option with one discrete dividend: So - Ke-raquot; + CallOnPut(s, K, D-K(l- e^T -Ar, ))) Black-Scholes formula for gap options: Use K\anbsp;...

Title:Study Manual for SOA Exam MFE
Author:Abraham Weishaus
Publisher: - 2007


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