Question
Today, the continuous compound interest rate is 0.1% and one share of Amazon is $2367.92. 1. In 6 months the price will be $2369.10. Assume
Today, the continuous compound interest rate is 0.1% and one share of Amazon is $2367.92.
1. In 6 months the price will be $2369.10. Assume the volatility of Amazon is 27% and the strike price is $2379.10, find out how much your option in part 1 costs by using the Black-Scholes formula.
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Totem Asset Group A Collection Of Market Essays June 2014 September 2018
Authors: Andrew C Strasman
1st Edition
0997987804, 978-0997987805
