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elf_fu elf_fu
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Posts: 705
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7 years ago
Assume S = $60, K = $65, σ = 0.15, r = 0.05, T - t = 122 days, div = 0.015, and a jump probability = 0.003. What is the value of a call?
A) $0.67
B) $1.67
C) $2.67
D) $3.67
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Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
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phuongha2892phuongha2892
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#1
Posts: 471
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7 years ago
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elf_fu Author
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7 years ago
Just got PERFECT on my quiz
Natalie Price
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Yesterday
I appreciate what you did here, answered it right Smiling Face with Open Mouth
Holly72492
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2 hours ago
this is exactly what I needed
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