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Its June, a futures contract is trading at $100, its volatility is 30% p.a. and the risk free interest rate is 5% p.a.c.c. What is
Its June, a futures contract is trading at $100, its volatility is 30% p.a. and the risk free interest rate is 5% p.a.c.c. What is the value of a September 103 European call on the futures?
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Handbook Of Consumer Finance Research
Authors: Jing Jian Xiao
2nd Edition
3319288857, 978-3319288857
