6. Using Goal Seek fmd the value of lambda which will ensure a barrier of 480 is...

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6. Using Goal Seek fmd the value of lambda which will ensure a barrier of 480 is touched for a down-and-in put for the case where the current underlying security is quoted at 490, volatility is 30% p.a. the risk-free rate is 6% p.a., dividend yield is zero, and the put's strike is set at:

(a) 485,

(b) 475.

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Financial Engineering

ISBN: 9780333737859

1st Edition

Authors: Brian Anthony Eales

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