Endur Delta Calculation with different ‘Delta Calculation Currency’ settings
This article shows how the Delta calculation in Endur is affected by the “calculation currency” setting on the Delta result attribute.
This article shows how the Delta calculation in Endur is affected by the “calculation currency” setting on the Delta result attribute.
This article looks at two approaches to creating required averaging structures, on oil indexed gas contract deals
Excel Pricing Model Spreadsheet for Black Scholes , which for commodities reduces to Black 76 .
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