In Acted's solutions to Q11ia April 2008 it mentions that the material was transferred to ST6 for the 2007 exams.
Does this mean it is no longer required knowledge for CT8? As always i am a little tight for time, so if it is not needed all the better for me, but I would like to know either way.
Many thanks,
*edit*
Sorry, to make this a little easier and save people digging through the exam papers, the question asks that we derive an expression for the delta of an option assuming the black scholes pricing formula applies.
Last edited by a moderator: Oct 6, 2010