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The previous arbitrage strategies all used options within risk-free interest rate at about when modeling these arbitrage strategies on a stock that

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2011-11-16 · What is the relationship between RF and Stock Prices? I thought that when Interest Risk Free rates increase, bond prices go down and so more people will go

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Let's say you've got American options on a future of a stock index. There are no dividends, and no risk-free rate either (assume $r=0$). Can these options then be

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This example shows how to price European stock options that expire and has a volatility of 50% per annum. The risk-free rate is 10 blsprice can handle other

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