Question
Suppose the exchange rate is $1.91/. Let r $ = 2%, r = 5%, u = 1.32, d = 0.72, and T = 1.5. Using
| Suppose the exchange rate is $1.91/. Let r $ = 2%, r = 5%, u = 1.32, d = 0.72, and T = 1.5. Using a 2-step binomial tree, calculate the value of a $1.80-strike European call option on the British pound. | |||||||||||||
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Globalization Gating And Risk Finance
Authors: Unurjargal Nyambuu, Charles S. Tapiero
1st Edition
1119252652, 978-1119252658
