Question
REPRODUCE THE DERIVATIONS OF BLACK- SCHOLES FORMULA TO OBTAN THE FORMULA FOR THE ARBITRAGE FREE PUT OPTION PRICE. . THE FOLLOWNG IS THE UP TO
REPRODUCE THE DERIVATIONS OF BLACK- SCHOLES FORMULA TO OBTAN THE FORMULA FOR THE ARBITRAGE FREE PUT OPTION PRICE. .
THE FOLLOWNG IS THE UP TO DATE (ALMOST) CRUDE OIL PRICES
Date ln(X_t) where X_t= Crude Oil Price
| 1.12.1995 | -2,089761011 |
| 1.01.1996 | -2,103384597 |
| 1.02.1996 | -2,095308697 |
| 1.03.1996 | -1,985125718 |
| 1.04.1996 | -1,890522111 |
| 1.05.1996 | -1,996059933 |
| 1.06.1996 | -2,036350267 |
| 1.07.1996 | -1,996600206 |
| 1.08.1996 | -1,968296263 |
| 1.09.1996 | -1,883057417 |
| 1.10.1996 | -1,848992252 |
| 1.11.1996 | -1,901118727 |
| 1.12.1996 | -1,83517754 |
| 1.01.1997 | -1,845763957 |
| 1.02.1997 | -1,972754417 |
| 1.03.1997 | -2,029876899 |
| 1.04.1997 | -2,092915271 |
| 1.05.1997 | -2,038154365 |
| 1.06.1997 | -2,123076478 |
| 1.07.1997 | -2,100611687 |
| 1.08.1997 | -2,087935223 |
| 1.09.1997 | -2,09746907 |
| 1.10.1997 | -2,02767777 |
| 1.11.1997 | -2,081546415 |
| 1.12.1997 | -2,178367645 |
| 1.01.1998 | -2,271588993 |
| 1.02.1998 | -2,311264627 |
| 1.03.1998 | -2,378213689 |
| 1.04.1998 | -2,351868597 |
| 1.05.1998 | -2,392620158 |
| 1.06.1998 | -2,478050599 |
| 1.07.1998 | -2,450221092 |
| 1.08.1998 | -2,503936014 |
| 1.09.1998 | -2,392101691 |
| 1.10.1998 | -2,432722965 |
| 1.11.1998 | -2,547132187 |
| 1.12.1998 | -2,679271237 |
| 1.01.1999 | -2,580799877 |
| 1.02.1999 | -2,618386001 |
| 1.03.1999 | -2,419609921 |
| 1.04.1999 | -2,258369226 |
| 1.05.1999 | -2,235602272 |
| 1.06.1999 | -2,227745891 |
| 1.07.1999 | -2,116969627 |
| 1.08.1999 | -2,061765063 |
| 1.09.1999 | -1,949731506 |
| 1.10.1999 | -2,004840787 |
| 1.11.1999 | -1,908666998 |
| 1.12.1999 | -1,867545845 |
| 1.01.2000 | -1,82919088 |
| 1.02.2000 | -1,756505891 |
| 1.03.2000 | -1,74413958 |
| 1.04.2000 | -1,893032388 |
| 1.05.2000 | -1,783151762 |
| 1.06.2000 | -1,688247351 |
| 1.07.2000 | -1,75805481 |
| 1.08.2000 | -1,71049707 |
| 1.09.2000 | -1,633928932 |
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Behavioral Finance And Asset Prices
Authors: David Bourghelle, Pascal Grandin, Fredj Jawadi, Philippe Rozin
1st Edition
3031244850, 978-3031244858
