Question
Diyelim ki 50 dolardan bir yllk vadeli bir szleme satn aldnz. Drt ay sonra, yeni vadeli szlemeler 55 dolardan satlyor. Risksiz oran yzde yedidir (yllk).
Diyelim ki 50 dolardan bir yllk vadeli bir szleme satn aldnz. Drt ay sonra, yeni vadeli szlemeler 55 dolardan satlyor. Risksiz oran yzde yedidir (yllk). Szlemenizin deeri nedir?
4,48 dolar | ||
4,59 dolar | ||
$4.69 | ||
4,73 dolar | ||
4,78 dolar |
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The Volatility Surface A Practitioner's Guide
Authors: Jim Gatheral
1st Edition
0471792519, 978-0471792512
