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Consider a share which is currently trading at Rs 285 and a dividend of 14.8 due to be paid after two months where the short-term
Consider a share which is currently trading at Rs 285 and a dividend of 14.8 due to be paid after two months where the short-term interest rate is 9.5%. What should be the one-month futures price (to two decimal places)? Assume simple interest (no compounding)
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Pricing And Liquidity Of Complex And Structured Derivatives
Authors: Mathias Schmidt
1st Edition
3319459694, 978-3319459691
