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bsm assumption

Module 40.6: The Black Scholes Merton Model

May 17, 2019 by CFA Study Guide

CFA Fixed Income

The BSM model allows us to value options continuously in real time, as long as the no-arbitrage condition holds. The …

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active return active risk alternative investments ANOVA asset allocation behavioral finance business cycle capital account CFA cfa exam CFA level 1 cfa level I CFA Level II cfa level III confidence intervals convexity corporate finance covered call current account derivatives earnings quality Economics effective duration equity equity forecasting exchange rates financial reporting and analysis fiscal policy fixed income fundamental law grinold kroner information ratio Institutional Investors IPS IS level III macaulay duration Modified duration monetary policy money duration portfolio management private wealth management quantitative methods residual income Sharpe ratio

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