
Contemporary Engineering Economics 6th Edition by Chan Park
النسخة 6الرقم المعياري الدولي: 978-0134162690
Contemporary Engineering Economics 6th Edition by Chan Park
النسخة 6الرقم المعياري الدولي: 978-0134162690 تمرين 6
Use a binomial lattice with the following attributes to value an American put option.
• Current underlying asset value of 40
• Exercise price of 45
• Volatility of 30%
• Risk -free rate of 5% compounded continuously
• Time to expiration equal to three years
• A three-period lattice
• Current underlying asset value of 40
• Exercise price of 45
• Volatility of 30%
• Risk -free rate of 5% compounded continuously
• Time to expiration equal to three years
• A three-period lattice
التوضيح
The thirteenth chapter in the textbook a...
Contemporary Engineering Economics 6th Edition by Chan Park
لماذا لم يعجبك هذا التمرين؟
أخرى 8 أحرف كحد أدنى و 255 حرفاً كحد أقصى
حرف 255

