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you have $7000, one Microsoft share costs $70 and a European call option with X=$70 and 1-year maturity costs $10. The interest rate is R=0%.
you have $7000, one Microsoft share costs $70 and a European call option with X=$70 and 1-year maturity costs $10. The interest rate is R=0%. You buy 100 of these calls and invest the rest in 1-year ...
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Project Finance in Theory and Practice
Authors: Stefano Gatti
2nd edition
978-9382291589, 123919460, 978-0124157538, 978-0123919465
