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Unformatted text preview: .83 -9 .37 -23.6 7 21.36 -71.83 -6 .81 -0.4 7 -22.57 -9 .08 -39 .86 -35.56 -15.9 7 -52.9 5 23.36 17.02 10.24 -38.51 -9 6 .6 1 13.6 5 -4 4 .08 -6 4 .4 9 14 .51 -9 .6 8 14 .6 1 -73.14 -6 6 .86 -2.9 1 -31.4 7 -73.9 4 11.83 -4 6 .25 -11.54 -4 6 .9 2 -59 .01 11.27 -3.53 -82.30 -4 3.75 -6 0.79 1.4 0 -39 .02 7.01 15.9 7 -4 1.34 -33.31 -9 .83 -30.35 8.87 13.4 9 10.72 7.13 23.78 -5.73 -1.6 0 18.56 -100.6 3 16 .4 1 14 .39 -4 4 .78 -1.23 5.30 -32.27 7.00 16 .02 20.87 -12.16 -24 .21 -35.02 18.4 8 -9 .30 -10.70 -38.6 5 0.89 1.39 17.85 12.4 8 -82.9 9 14 .4 8 -38.6 4 -9 8.86 -124 .84 -6 1.02 -3.9 7 -32.9 6 -4 9 .00 13.84 6 .71 -12.39 16 .78 12.16 -10.03 -53.4 4 8.24 -23.74 10.50 -14 .9 4 -36 .39 -55.77 -5.71 13.35 -59 .89 25.75 4 .4 2 18.35 2.9 0 -12.30 8.6 4 19 .6 7 17.77 -15.37 -5.4 3 -36 .51 -2.27 -17.88 1.22 4 .4 4 -37.52 14 .12 3.6 7 3.9 5 11.16 -38.34 1.13 -20.83 -24 .54 -4 5.39 21.78 -2.6 2 4 .4 6 -34 .9 0 -15.22 -1.10 7.07 6 .02 -4 3.85 19 .52 9 .26 -4 6 .27 -23.56 8.6 9 2.4 4 -4 4 .6 1 -2.09 -5.13 18.50 -8.71 7.19 -29 .52 -8.9 7 -16 .85 -183.78 4 .78 12.05 16 .23 -29 .9 6 -37.20 -6 0.08 -10.84 -25.82 -4 1.84 -26 .6 4 -14 .88 -5.89 -14 .31 -4 0.86 -39 .85 -138.25 -83.4 0 16 .07 -30.20 -6 5.06 -111.33 7.6 8 -4 .6 4 -4 1.38 -1.9 4 8.9 5 11.39 -6 0.6 7 4 .80 -39 .83 16 .78 -19 .11 -103.4 7 -0.83 21.6 8 0.11 -4 2.6 8 -4 0.9 7 -18.24 -7.26 5.89 6 .85 11.4 0 19 .33 2.9 6 -1.38 -3.01 -4 .6 8 -2.76 -16 .08 10.4 2 20.02 19 .81 -124 .37 -13.50 9 .39 -7.72 -12.02 -59 .6 4 -1.4 6 22.05 -52.79 -107.9 5 -6 4 .77 5.01 -17.74 -4 2.33 -30.89 -38.9 6 -34 .9 0 0.16 0.9 6 24 .00 22.4 5 21.24 -72.4 5 -6 4 .27 -19 .4 7 -25.30 15.37 -32.05 -20.4 2 -58.26 -4 0.28 -4 8.09 15.03 -29 .25 -71.24 24 .11 15.9 1 16 .14 -12.54 2.52 -5.6 2 -54 .4 8 15.20 -39 .08 17.25 18.16 -13.88 9 .9 5 -20.9 7 -25.73 -34 .71 -18.24 -2.4 0 -155.23 -72.02 -6 5.6 5 -3.07 -6 .4 9 -22.54 -17.58 -4 8.27 -24 .85 19 .04 -182.87 -54 .16 -9 5.6 8 -6 .77 -6 5.4 9 -35.4 1 17.4 5 -10.31 18.36 -50.88 -80.85 15.6 3 1.72 -38.36 8.6 2 9 .75 11.02 -4 4 .13 -4 4 .4 6 -9 .83 17.79 4 .87 -3.78 -13.30 -10.6 7 4 .23 7.9 2 -86 .14 8.28 8.9 3 18.07 -18.37 -74 .9 5 -31.9 8 -73.9 4 22.4 4 -5.22 -12.6 7 -5.54 23.4 7 -34 .84 -35.36 -78.75 15.05 Histogram Data Full Valuation 14 0.34 Delta-Based Gamma-Based Full Valuation Bin Frequency Bin Frequency Bin Frequency -121.25 1 -218.9 1 1 -234 .03 1 -117.83 0 -215.25 0 -230.31 0 -114 .4 1 1 -211.58 0 ### 0 ### 1 -207.9 2 1 -222.87 1 -107.57 4 -204 .25 0 -219 .15 0 -104 .14 -100.72 -9 7.30 -9 3.88 -9 0.4 6 -87.03 -83.6 1 -80.19 -76 .77 -73.35 -6 9 .9 2 -6 6 .50 -6 3.08 -59 .6 6 -56 .24 -52.81 -4 9 .39 -4 5.9 7 -4 2.55 -39 .13 -35.70 -32.28 -28.86 -25.4 4 -22.02 -18.6 0 -15.17 -11.75 -8.33 -4 .9 1 -1.4 9 1.9 4 5.36 8.78 12.20 15.6 2 19 .05 22.4 7 25.89 29 .31 32.73 36 .16 39 .58 4 3.00 4 6 .4 2 4 9 .84 53.27 56 .6 9 6 0.11 6 3.53 6 6 .9 5 70.38 73.80 77.22 80.6 4 84 .06 87.4 9 9 0.9 1 9 4 .33 9 7.75 101.17 104 .6 0 108.02 111.4 4 114 .86 More 1 -200.59 1 ### 3 ### 0 ### 6 -185.9 3 5 -182.26 10 -178.6...
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This note was uploaded on 09/13/2013 for the course FINANCE 225 taught by Professor Aureliovasquez during the Winter '13 term at Instituto Tecnológico de Santo Domintgo.

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