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2. Binomial Tree Pricing Time 0 0.5 Period i O 1 2.33% 5.1042% 7.0284% 2.28% 4.2% N 1.3716% With probability of up movement p=0. 6
2. Binomial Tree Pricing Time 0 0.5 Period i O 1 2.33% 5.1042% 7.0284% 2.28% 4.2% N 1.3716% With probability of "up" movement p=0. 6 Maturity 0.5 1 1.5 2 yield 2.33% 3.0782% 3.6815% 4.3085% ...
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Interpreting and Analyzing Financial Statements
Authors: Karen P. Schoenebeck, Mark P. Holtzman
6th edition
978-0132746243
