Question
A PUT option on a non-dividend-paying stock, the stock price is $75, the strike price is $75, the annual risk-free interest rate is 12%, the
A PUT option on a non-dividend-paying stock, the stock price is $75, the strike price is $75, the annual risk-free interest rate is 12%, the life of the option is 6 months and the volatility is 18% per year. Determines the risk-neutral probability according to the binomial model.
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Bitcoin Technical Innovations From The Trenches
Authors: Sjors Provoost
1st Edition
9090360425, 978-9090360423
