Question
If the volatility of a non-dividend paying stock is 25% per annum and a risk-free rate is 1.3% per annum, what is the value of
If the volatility of a non-dividend paying stock is 25% per annum and a risk-free rate is 1.3% per annum, what is the value of the Cox, Ross, Rubinstein parameter u for a tree with a six-month time step?
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Public Finance In A Changing World
Authors: Peter Birch Sorensen
1998th Edition
0333682211, 978-0333682210
