Question
A day trader buys an option on a stock that will return $100 profit if the stock goes up today and lose $500 if it
A day trader buys an option on a stock that will return
$100
profit if the stock goes up today and lose
$500
if it goes down. If the trader thinks there is a
70%
chance that the stock will go up, find the standard deviation of the day trader's option value.
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Numerical Solution Of Ordinary Differential Equations
Authors: L F Shampine
1st Edition
1351427547, 9781351427548
