Thread
:
Errata for Derivatives Markets (M/FE Textbook)
View Single Post
#
4
02-11-2007, 08:26 PM
Abraham Weishaus
Member
SOA
AAA
Join Date: Oct 2001
Posts: 7,254
(1) Not sure why not -- negative omega appears both in the numerator and denominator, canceling the negative sign.
(4) Since dZ and dZ' are standard normal, their variances are 1, so it makes no difference.
Abraham Weishaus
View Public Profile
Visit Abraham Weishaus's homepage!
Find all posts by Abraham Weishaus
Page generated in
0.09429
seconds with
9
queries