Question
Bir irketin hisse senedi fiyatnn 40 $ olduunu ve opsiyonun kullanm fiyatnn 45 $ olduunu ve vadesi 4 ay olduunu varsayalm. Srekli bileik risksiz oran
Bir irketin hisse senedi fiyatnn 40 $ olduunu ve opsiyonun kullanm fiyatnn 45 $ olduunu ve vadesi 4 ay olduunu varsayalm. Srekli bileik risksiz oran ylda %3'tr. Hisse senedi getirisinin oynakl yllk %40'tr. (a) Black-Scholes formln kullanarak, opsiyonun alm fiyatn hesaplayn. (20 s.)5 (b) Put call parity formln kullanarak opsiyonun put fiyatn hesaplaynz. (10 s.)
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Foundations Of Financial Management
Authors: Stanley B. Block, Geoffrey A. Hirt, Bartley R. Danielsen
13th Edition
0073382388, 978-0073382388
