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BSM is Black-Scholes-Merton. Call(S0,k,sigma,r,T) Example 0.1.2. A 45-strike 6-month European call has a premium of 8.07. The stock price is 50, the interest rate is
BSM is Black-Scholes-Merton. Call(S0,k,sigma,r,T) Example 0.1.2. A 45-strike 6-month European call has a premium of 8.07. The stock price is 50, the interest rate is 8% and the dividend yield is zero....
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Intermediate accounting
Authors: J. David Spiceland, James Sepe, Mark Nelson
7th edition
978-0077614041, 9780077446475, 77614046, 007744647X, 77647092, 978-0077647094
