610Hw1Calc2-1

610Hw1Calc2-1 - Calc Value Given Value A 1.05 1.05 * 0.44 =...

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r= 5.2632% State 1 State 2 Conditions, solved by solver Calc Value Given Value A 105.26% 105.26% * 0.45 = 1 = 1 B 36 40 0.5 36.2 36.2 K= 38 Call Put Parity c= 0 2 1 c+K*B(t) = p+S0 p= 2 0 0.9 37.1 37.1 X 1 X 2
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r= 5.2632% State 1 State 2 Conditions, solved by solver
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Unformatted text preview: Calc Value Given Value A 1.05 1.05 * 0.44 = 1 = 1 B 36 40 0.51 36.2 36.2 K= 38 Call Put Parity c= 2 1.02 c+K*B(t) = p+S0 p= 2 0.87 37.0745896 37.0745896 X 1 X 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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610Hw1Calc2-1 - Calc Value Given Value A 1.05 1.05 * 0.44 =...

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