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Issued on January 01 1970 par



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Option Gamma Г
The gamma of an option is the rate of change of the delta to the underlying.
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EUR / USD remains on the same level, around 1.32 this week without any real volatility
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Trinomial Model : On a spreadsheet !
European style option pricing is very easy to do on a spreadsheet.
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Long Put Spread : A First Attempt
Long Put Spread is a fundamental strategy which combines the purchase and the sale of two puts.
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Binomial model can be drawn as a tree to get some insight.