Question
Suppose a stock is currently trading at 92 and the annual risk free rate is 0.0018. What is the price of a call option on
Suppose a stock is currently trading at 92 and the annual risk free rate is 0.0018.
What is the price of a call option on this stock with an expiration date T = 0.5 (times in years) and with an exercise price K = 98. Assume the volatility of annual log return is sd = 0.2
What is the price of a put option on the same stock with the same parameters
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De Gruyter Handbook Of Personal Finance
Authors: Grable, John E., Chatterjee, Swarn
1st Edition
3110727498, 978-3110727494
