Question
A futures price is currently 25, its volatility is 30% per annum, and the risk free interest rate is 10% annum. What is the value
A futures price is currently 25, its volatility is 30% per annum, and the risk free interest rate is 10% annum.
What is the value of a nine month European call on the futures with a strike price of 26?
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Entrepreneurial Finance Venture Capital Deal Structure And Valuation
Authors: Janet Kiholm Smith, Richard L. Smith
2nd Edition
1503603210, 978-1503603219
