Question
Calcular la prima de un Put Largo con la siguiente informacin: S= 100 (Precio Spot), K = 102 (Precio Pactado), s = 32% (Volatilidad Anual),
Calcular la prima de un Put Largo con la siguiente informacin: S= 100 (Precio Spot), K = 102 (Precio Pactado), s = 32% (Volatilidad Anual), u = 1.0968 (Factor de Crecimiento), d = .9118 (Factor de Decrecimiento), r = 9.85%(Tasa de Rendimiento Continua), p = .5215(Probabilidad de Crecimiento), q = .4785(Probabilidad de Decrecimiento), n = 5 pasos(Nmero de intervalos en que se fracciona el plazo), t = .4167 aos (Duracin del Derivado).
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International Financial Reporting Standards An Introduction
Authors: Belverd E. Needles, Marian Powers
3rd Edition
1133187943, 978-1133187943
