NISM Series IV: Currency Derivatives Certification Exam Notes
Page 33 Of 100
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Rho: Sensitivity to changes in risk-free interest rate.
Black-Scholes Model: Used for option pricing, assumes European style.
Implied Volatility (IV): Market’s expectation of future volatility.
Payoff Diagrams: Visualize option gains/losses at expiry.
Call Option Payoff: Max(0, Spot Price - Strike Price) - Premium.
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