fe610hw1

fe610hw1 - 90.54595 118.0008 13.00079 114.1584 9.330878...

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S 0 = 100 dt 0.027397 σ= 0.2 u 1.033658 r= 0.06 d 0.967438 K= 105 Pu 0.516569 T= 0.11 Pd 0.483431 dt= 0.027 call premium 1.072 110.4412 6.166459 106.8449 3.878626 103.3658 103.3658 2.360496 1.447171 100 100 1.403123 0.746335 96.74377 96.74377 0.3849 0 93.59357
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Unformatted text preview: 90.54595 118.0008 13.00079 114.1584 9.330878 110.4412 5.441158 106.8449 2.806116 103.3658 100 96.74377 93.59357 90.54595 87.59757 84.74519...
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This note was uploaded on 02/27/2010 for the course FE 610 taught by Professor Prasad during the Spring '10 term at Stevens.

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fe610hw1 - 90.54595 118.0008 13.00079 114.1584 9.330878...

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