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Tag Archives: theta
Option Greeks – Theta
Option Greeks – Theta This article written by Akshit GUPTA (ESSEC Business School, Master in Management, 2019-2022) presents the technical subject of theta, an option Greek used in option pricing and hedging to deal with he passing of time. Introduction … Continue reading →
Posted in Contributors, Financial techniques
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Tagged BSM model, Call, Greeks, Options, Put, theta
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