Question
60 gnlk LIBOR iin X=%6,06 ve 341.416$ nominal tutar ile vadesi 45 gn iinde olan bir satm opsiyonunuz var. Opsiyondan kazancnz 123,8'dir. Opsiyonun vadesi dolduunda
60 gnlk LIBOR iin X=%6,06 ve 341.416$ nominal tutar ile vadesi 45 gn iinde olan bir satm opsiyonunuz var. Opsiyondan kazancnz 123,8'dir. Opsiyonun vadesi dolduunda 60 gnlk LIBOR spot oran neydi? Yantnz yzde olarak, iki ondalk basamaa yuvarlanm olarak, % iaretini atlayarak verin.
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Corporate Finance Principles And Practice
Authors: Denzil Watson, Tony Head
1st Edition
0273630083, 978-0273630081
