Question
YOUR BANK is thinking to issue a European put option of one-year maturity on a two-year zero coupon bond. This put option has strike price
YOUR BANK is thinking to issue a European put option of one-year maturity on a two-year zero coupon bond. This put option has strike price of $937.000. What should be the issue price / offer price / premium of this put option?(Four decimal places required)
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Of Synthetic Finance Three Essays Of Speculative Materialism
Authors: Benjamin Lozano
1st Edition
1138790842, 978-1138790841
