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Let S=$100, K=$90, =30%, r=8%, =5%, and T=1 year a) What is the Black-Scholes price of a European call option? b) Now price a put
Let S=$100, K=$90, =30%, r=8%, =5%, and T=1 year
a) What is the Black-Scholes price of a European call option? b) Now price a put option where S=$90, K=$100, =30%,r=5%, =8%, and T=1 year.
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Distressed Debt Analysis Strategies For Speculative Investors
Authors: Stephen Moyer
1st Edition
1932159185, 978-1932159189
