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    Derivatives and Risk Management Study Set 2
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    Exam 5: Option Pricing Models: the Black-Scholes-Merton Model
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    In the Term Structure of Volatility,the Forward Volatility Is the Expected
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In the Term Structure of Volatility,the Forward Volatility Is the Expected

Question 29

Question 29

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In the term structure of volatility,the forward volatility is the expected future volatility.

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