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Kullanm fiyat 110$ olan bir alm opsiyonunun son kullanma tarihine alt ay vardr. u anda, hisse senedi 120 $ fiyatla satlyor. Vade sonunda, dayanak hisse
Kullanm fiyat 110$ olan bir alm opsiyonunun son kullanma tarihine alt ay vardr. u anda, hisse senedi 120 $ fiyatla satlyor. Vade sonunda, dayanak hisse senedinin iki olas biti fiyat vardr: 150$ veya 105$. Risksiz getiri oran yllk yzde 8'dir. ki terimli opsiyon fiyatlandrma modelini kullanarak bu alm opsiyonunun fiyatn hesaplayn. (pucu: ki yntemden dilediinizi kullanabilirsiniz)
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Accounting Information Systems
Authors: George H. Bodnar, William S. Hopwood
8th Edition
0130861774, 9780130861771
