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Financial derivatives The current stock price be SAR 50 and that can go up or down by 20 percent per period. The risk-free rate is
Financial derivatives The current stock price be SAR 50 and that can go up or down by 20 percent per period. The risk-free rate is 10 percent. Use one binomial period U = 1+ 0.20= 1.20 D= 1- 0.20 = 0....
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Project Finance in Theory and Practice
Authors: Stefano Gatti
2nd edition
978-9382291589, 123919460, 978-0124157538, 978-0123919465
