Question
Calculate the value of a European put option on an index that is 6 months from maturity. The current value of the index is 1050,
Calculate the value of a European put option on an index that is 6 months from maturity. The current value of the index is 1050, the strike price is 1000, the risk free interest rate is 6% per annum and the dividend yield on the index is 3% per annum. The volatility of the index is 10% per annum.
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The Almanack Of Stanley Druckenmiller From Over 40 Years Of Investing Wisdom With Quantum Fund And Duquesne Capital Management
Authors: Rui Zhi Dong
1st Edition
B0B3NV2H9M, 979-8850611453
