Exit 2016-FRR Financial Risk and Regulation (FRR) Series
Question 4 of 5
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Q4 Single choice

Which one of the following four parameters is NOT a required input in the Black-Scholes model to price a foreign exchange option?

  • A

    Underlying exchange rates

  • B

    Underlying interest rates

  • C

    Discrete future stock prices

  • D

    Option exercise price

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