Question
If the volatility of a stock is 20% per annum and the risk-free rate is 5% per annum calculate the Cox, Ross, Rubinstein parameters u,
If the volatility of a stock is 20% per annum and the risk-free rate is 5% per annum calculate the Cox, Ross, Rubinstein parameters u, d, and the risk-neutral probability for a tree with a four-month time step.
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The Budget Building Book For Nonprofits
Authors: Murray Dropkin, Jim Halpin, Bill La Touche
2nd Edition
0787996033, 978-0787996031
