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To: Eylon who wrote (8279)	3/20/2000 12:40:00 PM
From: Uncle Frank	Read Replies (1) of 35685

>> I still use the computer program I once wrote to compute the Black-Scholes option value Impressive. I'm impressed that you can understand those natural logs and derivatives and greek letters. Do you compute theoretical options values to try and find arbitrage opportunities or just for fun? We may not be on the same page. Of course the most you can make from a cc is the premium. But I don't belive V was talking about a limit case. He was addressing the concerns of those who feel they would be losing whatever value the underlying equity rose if they were to buy back their cc's before expiry. Since you know all about delta, you understand that is not the case. uf

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