Question
Sample hw Using the very popular 1-step binooomial tree on a stock with the current price of $100 that can increase to $115 or decrease
Sample hw
Using the very popular 1-step binooomial tree on a stock with the current price of $100 that can increase to $115 or decrease to $85 within (1) year. The stock pays 0 dividend and interest rate is 0. calculate payoff 1-year $100-strike Europe put option on stock given the stock price goes down to $85 node at 1 year on the tree
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The Misbehavior Of Markets A Fractal View Of Financial Turbulence
Authors: Benoit Mandelbrot, Richard L Hudson
1st Edition
0465043577, 978-0465043576
