Question
What are the joint effect on call option premium of the following two events occurring at the same time? All options are American options on
What are the joint effect on call option premium of the following two events occurring at the same time? All options are American options on a non-dividend paying stock. Indicate whether option premium rises, falls or the effect is uncertain.
Event 1:A higher exercise price and higher stock price
Event 2: A higher exercise price and higher interest rate
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Islamic Theories Of Finance
Authors: Nicolas Aghnides
1st Edition
1593333110, 9781593333119
