Question
Use the Black- Scholes formula to find the value of a call option on the following stock: Time to expiration= 6 months Standard Deviation= 50%
Use the Black- Scholes formula to find the value of a call option on the following stock: Time to expiration= 6 months Standard Deviation= 50% per year Excerice price: $50 Stock Price= $50 Interest rate: 3% Dividend= 0
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The Complete Guide To Property Finance
Authors: Richard W J Brown
1st Edition
1739832027, 978-1739832025
