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Use the Black-Scholes formula for the following stock: Time to expiration=6 months Standard deviation=47 % per year Exercise price=$59 Stock price=$57 Interest rate=4 % Calculate
Use the Black-Scholes formula for the following stock:
Time to expiration=6 months
Standard deviation=47 % per year
Exercise price=$59
Stock price=$57
Interest rate=4 %
Calculate the value of a put option.
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Using R For Econometrics
Authors: Florian Heiss
1st Edition
1523285133, 9781523285136
