Homework%20Assignment%203 - construct the binomial tree 6...

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FINA0301 Derivatives Dr. Huiyan Qiu Homework Assignment #3 Due: April 1, Thursday, drop in Clive’s box by 6PM 1. Chapter 9: 9.3 2. Chapter 9: 9.7 3. Chapter 9: 9.9 4. Chapter 9: 9.11 5. Chapter 10: 10.8 (ignore the given information on σ, use the given u and d to
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Unformatted text preview: construct the binomial tree.) 6. Chapter 10: 10.12 7. Chapter 10: 10.18 Note: when submitting a homework assignment, please remember to have your group information on the cover page. 1...
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This note was uploaded on 04/26/2010 for the course FIN FIN4160 taught by Professor Prof.chow during the Spring '09 term at CUHK.

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