Question
Using the 2007-2008 data provided in the given excel spreadsheet calculate the option pricing when the financial crisis started. Use the Black Scholes Merton model
Using the 2007-2008 data provided in the given excel spreadsheet calculate the option pricing when the financial crisis started. Use the Black Scholes Merton model and Binomial models to calculate the price of European call and put options.
The current price is the last date of data. You need to calculate the price of call option and put option on the last day of data only.
Link to the Excel file as a Google sheet:
https://www.dropbox.com/scl/fi/noz7rih65wnkmrgspybvj/2007-2208_Data_Group_Work_Submission_3.xlsx?dl=0&rlkey=xlr3dj5mgup44vdactcueb32m
Please help me with this with.
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