Question
i have stock with the following data is given: S0 = 55; = 15%; = 20%; risk-free interest rate = 9% p.a.. can you help
i have stock with the following data is given: S0 = 55; = 15%; = 20%; risk-free interest rate = 9% p.a..
can you help me to calculate the probability of exercising this option and to calculate the probability that at maturity ST> K?
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Elementary Statisitcs
Authors: Barry Monk
2nd edition
1259345297, 978-0077836351, 77836359, 978-1259295911, 1259295915, 978-1259292484, 1259292487, 978-1259345296
