Question
Use the BS Model to calculate the price of a European call option for a stock with 200 days (calendar days, which include weekends) to
Use the BS Model to calculate the price of a European call option for a stock with 200 days (calendar days, which include weekends) to expiration.
The strike price is $5 with a volatility of 35% and risk free rate of 2% per year. The stock price today is $7
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Digital Finance Bits And Bytes The Road Ahead
Authors: Vasant Chintaman Joshi
1st Edition
9811534306, 9811534314, 9789811534300, 9789811534317
