Quiz > Derivatitives q 6 final
Western Sydney University DERIVATIVE 200079 6. Using the two-step binomial option pricing model calculate the price for a 1 year American PUT option for a stock trading at $120.00 today, under the following market conditions • The continuous compounded risk free rate is 2.4693%Da • The strike price is $123.45 The volatility of the stock ...[Show More]
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| Category: | Quiz |
| Number of pages: | 2 |
| Language: | English |
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