Question
The price of a zero-coupon bond (ZCB) that matures at time t=10 and that has face value 100 is $61.62 Build an n = 10
The price of a zero-coupon bond (ZCB) that matures at time t=10 and that has face value 100 is $61.62
Build an n = 10 binomial model lattice model with the following parameters to compute the price of an American call option on the same ZCB with the expiration t = 6 strike = 80.
r0,0 = 5%
u = 1.1
d = 0.9
q = 1 - q =
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Stock Market Investing For Beginners
Authors: Andrew P.C.
1st Edition
1549522132, 978-1549522130
