Question
Assume you are trading an at-the-money call option on a non-dividend paying stock.Let the stock price be $60, the interest rate be 2% continuously compounded,
Assume you are trading an at-the-money call option on a non-dividend paying stock.Let the stock price be $60, the interest rate be 2% continuously compounded, the stock volatility be 30%, and the time to maturity is 6 months. The option price is
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International Financial Reporting Standards An Introduction
Authors: Belverd Needles, Marian Powers
2nd edition
053847680X, 978-1111793234, 1111793239, 978-0538476805
