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Given the formula, and let St 30, K=29,r 5%, sigma = 25%, T = 4/12 What is N(d1)? C=S,N(d)-KeN(d) In()+(r+o/2)T OVT d d =
Given the formula, and let St 30, K=29,r 5%, sigma = 25%, T = 4/12 What is N(d1)? C=S,N(d)-KeN(d) In()+(r+o/2)T OVT d d = d-oT
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Derivatives Markets
Authors: Rober L. Macdonald
4th edition
321543084, 978-0321543080
