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ues 11) A stock is currently trading @ 120. It can either 80 upto 132 or fall to 105 in a period of three month.
ues 11) A stock is currently trading @ 120. It can either 80 upto 132 or fall to 105 in a period of three month. If the risk free rate is 9%, what is the value of call option with exos a strike price of 125 by Binomial method of valuation? Apply Put-call parity equation and determine the value of put option. SECTION-C
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Industrializing Financial Services With DevOps
Authors: Spyridon Maniotis
1st Edition
1804614343, 978-1804614341
