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The Greek letters: Scenario analysis with a reverse butterfly spread

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  • Muhammad Mustafa RASHID

Abstract

This article explores the use of Greek letters in options pricing through a scenario analysis involving a reverse butterfly spread. It provides insights into risk management and derivative strategies.

Suggested Citation

  • Muhammad Mustafa RASHID, 2021. "The Greek letters: Scenario analysis with a reverse butterfly spread," Journal of Economics Bibliography, EconSciences Journals, vol. 8(4), pages 185-189, December.
    • Handle: RePEc:cvv:journ6:v:8:y:2021:i:4:p:185-189
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    JEL classification:

    • G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty

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