398 - T0 0.00 Ti 0.10 Change in T 0.10 Risk-Free Rate So...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: T0 0.00 Ti 0.10 Change in T 0.10 Risk-Free Rate So 0.05 100 Volatility Exercise Price 0.15 105 0 1 2 3 109.95141 4.9514072 104.858 1.8596 100 1.954944353 95.3673 0 90.949268 0 100 0 115.292535 10.29253496 1 1 104.8577166 0 1 1 95.36732562 0 86.73588453 0 0 1 2 3 0 0 0 0 100 0 0 0 0 0 0 0 0 0 1 1 0 1 1 0 0 u d a p 1.048577166 0.953673256 1.051271096 10.55037 0.105504 4 5 6 7 8 9 160.6956 55.69559 153.2510874 193.6267894 146.1515 449.0497 139.3807 34.38074 132.9236862 27.92368618 126.7657646 21.76576463 120.8931195 15.89311953 115.292535 10.29253496 109.9514072 4.951407236 1 104.8577166 0 100 0 1 95.36732562 0 90.94926797 0 86.73588453 0 82.71769344 0 78.88565205 0 109.9514072 4.951407236 104.8577 8015.938 100 0 95.36733 0 90.94926797 0 86.73588 0 82.71769344 0 78.88565 0 75.23113666 0 71.74592 0 68.42217 0 65.25239183 0 62.22946 75.23114 0 71.74592307 0 68.42217 0 82.71769 0 78.88565205 0 75.23114 0 90.94927 0 86.73588453 0 82.71769 0 100 0 95.36732562 0 90.94927 0 120.8931195 15.89311953 115.2925 10.29253 109.9514 763.5865 104.8577166 51.97862074 100 0 126.7658 21.76576 120.8931 353.4777 115.292535 119.79004 109.9514 4.951407 132.9237 398.9987 126.7657646 142.1076979 120.8931 15.89312 139.3807421 166.6462767 132.9237 27.92369 146.1515 41.15146 0 4 5 6 7 8 9 0 0 0 0 0 0 0 0 0 1 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ...
View Full Document

This note was uploaded on 04/18/2008 for the course MOS 398 taught by Professor Shabaz during the Spring '08 term at UWO.

Ask a homework question - tutors are online