Answered step by step
Verified Expert Solution
Question
1 Approved Answer
European Option , calculate the pirce of option ! use these three method !! help ~ European Option (with Dividend) Exact form (closed form (BSM)
European Option , calculate the pirce of option !
use these three method !! help ~
European Option (with Dividend) Exact form (closed form (BSM) Binomial Tree Method Monte Carlo Method (1) Calculate price of Option 1 Call option Data Stock price: 100, Strike: 120, risk free rate :0.05, dividend: 0.02, vol: 0.30, Time Maturity:1yr 2 Put Option Data Stock price: 100, Strike: 120, risk free rate :0.05, dividend: 0.02, Vol: 0.30, Time Maturity:1yr European Option (with Dividend) Exact form (closed form (BSM) Binomial Tree Method Monte Carlo Method (1) Calculate price of Option 1 Call option Data Stock price: 100, Strike: 120, risk free rate :0.05, dividend: 0.02, vol: 0.30, Time Maturity:1yr 2 Put Option Data Stock price: 100, Strike: 120, risk free rate :0.05, dividend: 0.02, Vol: 0.30, Time Maturity:1yrStep by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started