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Binomial Tree - Question
Thank you very much @David Harper CFA FRM- TEkaz8632
- Post #10
- Forum: P1.T4. Valuation & Risk Models
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Binomial Tree - Question
Hi David! Can you help me, please. @David Harper CFA FRM 14.11 A stock price is currently 40. It is known that it will be 42 or 38 at the end of a month. The risk-free rate is 4% per annum with continuous compounding. What is the value of a one-month call option with a strike price of 39...- TEkaz8632
- Post #8
- Forum: P1.T4. Valuation & Risk Models