Question
A bank has sold for $300,000 a European call option on 100,000 shares of a non-dividend paying stockS0 = 49, K = 50, r =
A bank has sold for $300,000 a European call option on 100,000 shares of a non-dividend paying stockS0 = 49, K = 50, r = 5%, s = 20%, T = 20 weeks, m = 13%The Black-Scholes-Merton value of the option is $240,000 , how do you get to $240,000 ?
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The No Nonsense Guide To Globalization
Authors: Wayne Ellwood
1st Edition
1904456448, 190652355X, 9781906523558
