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If the current stock price is 40 and the exercise price is 36, the risk-free interest rate is 12% per annum. The price of a
If the current stock price is £40 and the exercise price is £36, the risk-free interest rate is 12% per annum. The price of a 3-month European call option is £10 and the price of 3-month European put option is £4. Assuming that the underlying stock doesn't pay dividends within the 3 months.
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Fundamentals of Futures and Options Markets
Authors: John C. Hull
8th edition
978-1292155036, 1292155035, 132993341, 978-0132993340
