fe610hw11

fe610hw11 - Call Put Parity c+K*B(t) = p+S0 37.1 37.1 = 1...

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r= 0.052632 state 1 state 2 A 1.052632 1.052632 * 0.45 X1 = 1 B 36 40 0.5 X2 36.2 K= 38 c= 0 2 1 p= 2 0 0.9
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Unformatted text preview: Call Put Parity c+K*B(t) = p+S0 37.1 37.1 = 1 36.2...
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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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fe610hw11 - Call Put Parity c+K*B(t) = p+S0 37.1 37.1 = 1...

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