Question
A currency is currently worth $0.80. Over each of the next 2 months it is expected to increase or decrease in value by 2%. The
A currency is currently worth $0.80. Over each of the next 2 months it is expected to increase or decrease in value by 2%. The demostic and foreign risk-free interest rates are 6% and 8%, respectively. What is the Value of a 2-month European call option with a strike price of $0.80?
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Introduction To Machine Learning In Quantitative Finance An Advanced Textbooks In Mathematics
Authors: Hao Ni, Xin Dong, Jinsong Zheng, Guangxi Yu
1st Edition
1786349361, 9781786349361
