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Problem 15.30. Consider an option on a non-dividend-paying stock when the stock price is $30, t price is $29, the risk-free interest rate is 5%
Problem 15.30. Consider an option on a non-dividend-paying stock when the stock price is $30, t price is $29, the risk-free interest rate is 5% per annum, the volatility is 25% per an the time to matu...
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Fundamentals of Futures and Options Markets
Authors: John C. Hull
8th edition
978-1292155036, 1292155035, 132993341, 978-0132993340
