代写homework | math代写 | 金融数学代写 | Math Finance | Finance – , 这个项目是homework代写的代写题目，属于金融数学代写的范畴
- How does the delta of a call option changes over time? Draw the graph at different times providing the key points to derive it.
- How does the gamma of a call option changes over time? Draw the graph at different times providing the key points to derive it.
- Apply put-call parity to determine the relation between the Greeks (only delta, gamma and theta) of a call option and the Greeks of a put op- tion (both options have the same underlying asset S). Then calculateR 0 (call)dS.
- With the Black-Scholes assumptions suppose two assets have the same volatility but different drifts. Consider the two call options relative to the two assets, which one has a higher price? Explain why.
- We saw in homework 5 that the price of a binary call option that pays H whenST> Kand zero otherwise isc=er(Tt)HN(d 2 ). How would you hedge a binary call option? What happens whentapproaches to the maturity dateT?