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

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 Risk-Free Rate So 0.10 0.05 Volatility Exercise Price 100 0.15 105 0 1 2 3 109.95 4.95 104.86 1.82 100 1.91 95.37 0 90.95 0 100 0 115.29 10.29 1 1 104.86 0 1 1 95.37 0 86.74 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 1.05 d 0.95 a 1.01 p 10.06 4 5 6 7 8 9 160.7 55.7 153.25 186.57 146.15 423.19 139.38 34.38 132.92 27.92 126.77 21.77 120.89 15.89 115.29 10.29 109.95 4.95 1 100 0 1 90.95 0 86.74 0 82.72 0 78.89 0 75.23 0 71.75 0 68.42 0 65.25 82.72 0 78.89 0 75.23 0 71.75 0 109.95 4.95 104.86 0 100 0 95.37 0 90.95 0 86.74 0 82.72 0 78.89 0 95.37 0 90.95 0 86.74 0 104.86 7001.11 100 0 95.37 0 120.89 15.89 115.29 10.29 109.95 699.22 104.86 49.58 126.77 21.77 120.89 332.09 115.29 114.48 132.92 375.48 126.77 136.27 139.38 160.23 146.15 41.15 132.92 27.92 120.89 15.89 109.95 4.95 100 0 90.95 0 82.72 0 75.23 0 68.42 0 0 62.23 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

Ask a homework question - tutors are online