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4626Replication Scenario 11Why does exact replication force a unique option price in the Black-Scholes story?数理金融中等essay未尝试面试订阅4627Replication Scenario 12Why is the binomial replication route still conceptually useful even if the final Black-Scholes formula is continuous-time?数理金融中等essay未尝试面试订阅4628Replication Scenario 13What does the replication route emphasize that the martingale route tends to hide?数理金融中等essay未尝试面试订阅4629Replication Scenario 14Why does the Black-Scholes replication story lean so heavily on market completeness?数理金融中等essay未尝试面试订阅4638Before using qBefore introducing risk-neutral probabilities inside the replication route, what more primitive object should you already have in hand?数理金融中等essay未尝试面试订阅4639Before discussing completenessWhat should you inspect first before saying replication will produce a unique price?数理金融中等essay未尝试面试订阅5566Delta And Gamma 1For a European call with spot 100, strike 100, rate 0.03, dividend yield 0, volatility 0.2, and maturity 1, what are Black-Scholes delta and gamma?数理金融中等数值题未尝试面试订阅5567Delta And Gamma 2For a European put with spot 95, strike 100, rate 0.04, dividend yield 0.01, volatility 0.25, and maturity 0.5, what are Black-Scholes delta and gamma?数理金融中等数值题未尝试面试订阅5568Delta And Gamma 3For a European call with spot 120, strike 110, rate 0.02, dividend yield 0, volatility 0.18, and maturity 1.5, what are Black-Scholes delta and gamma?数理金融中等数值题未尝试面试订阅5570Delta And Gamma 5For a European call with spot 150, strike 140, rate 0.03, dividend yield 0.01, volatility 0.22, and maturity 1.25, what are Black-Scholes delta and gamma?数理金融中等数值题未尝试面试订阅5576Delta Hedge Rebalance 1A desk is long 250 option contracts, each on 100 shares. The option delta moves from 0.42 to 0.48 after the market moves. How many shares should the desk hold before and after, and how many shares must it trade to rebalance to delta neutral?数理金融简单数值题未尝试面试订阅5577Delta Hedge Rebalance 2A desk is long 120 option contracts, each on 100 shares. The option delta moves from -0.31 to -0.22 after the market moves. How many shares should the desk hold before and after, and how many shares must it trade to rebalance to delta neutral?数理金融简单数值题未尝试面试订阅