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Consider a stock currently (Sp) priced at SAR 80. One period later it can go up (Su) to SAR 100 or down(Sa) to SAR 64
Consider a stock currently (Sp) priced at SAR 80. One period later it can go up (Su) to SAR 100 or down(Sa) to SAR 64 and probability of up move(p) is 0.6. Assume a call option with an exercise price ...
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Project Finance in Theory and Practice
Authors: Stefano Gatti
2nd edition
978-9382291589, 123919460, 978-0124157538, 978-0123919465
