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elf_fu elf_fu
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7 years ago
Using a binomial tree, what is the price of a $40 strike 6-month put option, using 3-month intervals as the time period? Assume the following data: S = $37.90, r = 5.0%, σ = 0.35
A) $3.52
B) $3.66
C) $3.84
D) $3.91
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
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phuongha2892phuongha2892
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#1
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7 years ago
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elf_fu Author
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7 years ago
Thanks
julymontalvo
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Yesterday
I appreciate what you did here, answered it right Smiling Face with Open Mouth
hpascoe
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2 hours ago
Good timing, thanks!
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