The Black Formula for Pricing Options on Futures Contracts: Practice Problems and Solutions
This section of sample problems and solutions is a part of The Actuary’s Free Study Guide for Exam 3F / Exam MFE, authored by Mr. Stolyarov. This is Section 37 of the Study Guide. See Section 1 here. See Section 2 here. See Section 3 here. See Section 4 here. See Section 5 here. See ...