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Delta is not the probability of finishing in the money as suggested in another answer, N(d2) is. The foot note mentions this. See Understanding N(d1) and N(d2): Risk-Adjusted Probabilities in the Black-Scholes Model by Lars Tyge Nielsen for a detailed explanation. If time and vol is low, $d1 \approx d2$ and delta will be closer to the risk-adjusted ...

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For most currency pairs, 1 pip is indeed 0.0001; however, because USD 1 $\approx$ JPY 100, in this context, 1 pip is larger, i.e. 0.01. So 450 pips is 4.5, and 109.36 - 4.5 = 104.86. You may find this discussion How is forex price precision (of the actual floating point number) determined? useful.

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Yes, you can consider a bond yield curve to be like any funding curve, and in particular get risky discount factors from it, and use them, for example, to discount cash flows. Test that if you pv the bonds used to build the yield curve, you get back the input dirty price. Be careful how you interpolate. Don't mix different kinds of instruments (e.g. zero-...

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