Question
The value of a European call option on a stock is Rs 5. The strike price is RS 50 and time to expiration is 3
The value of a European call option on a stock is Rs 5. The strike price is RS 50 and time to expiration is 3 months. The current market price of the stock is Rs 44. Then the value of a put option with the same maturity and strike price is (Risk free rate is 8%)?
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Introduces Quantitative Finance
Authors: Paul Wilmott
2nd edition
470319585, 470319581, 978-0470319581
