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CFA二级:衍生品
9 - Black Option Valuation Model
9-1 Black Model European Options on Futures(1)
9-2 Black Model European Options on Futures(2)
9-3 Example(1)
9-4 Black Model Interest Rate Options
9-5 Example(2)
9-6 Black Model Swaption(1)
9-7 Black Model Swaption(2)
9-8 Example(3)
9-9 Summary