Derivative Valuation? - derivative valuation
The stock price is $ 25. We know that after two months, $ 23 or $ 27 The risk-free interest rate is 10% per year compounded continuously. Suppose that T is the stock price at the end of two months. As the present value of a derivative squared value of T is now?
Saturday, January 9, 2010
Derivative Valuation Derivative Valuation?
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2 comments:
http://www.scribd.com/doc/6318617/John-C-Hull-Solutions-manual-for-Options-Futures-and-Other-Derivatives-Unknown-Old-edition
Question .... 10.13
Good luck to the test!
JB
http://www.scribd.com/doc/6318617/John-C-Hull-Solutions-manual-for-Options-Futures-and-Other-Derivatives-Unknown-Old-edition
Question .... 10.13
Good luck to the test!
JB
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