hw3_Derivatives_#4

hw3_Derivatives_#4 - 2.26 buy then exercise and get this...

Info iconThis preview shows pages 1–4. Sign up to view the full content.

View Full Document Right Arrow Icon
3a 58.09 sigma 15% 0 53.89 r 0.12 0.31 u 1.08 d 0.93 50 50 a 1.03 1.16 50 t 0.25 1 p 0.68 46.39 K 51 3.11 43.04 7.96 3b 58.09 0 53.89 0.31 r 0.12 u 1.08 50 d 0.93 1.62 50 t 0.25 1 p 0.68 46.39 K 51 K-S(t+1) 4.61 2.86 43.04 7.96
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
3c 58.09 0 53.89 0.69 r 0.12 u 1.08 50 d 0.93 2.26 50 t 0.25 2.26 p 0.68 46.39 K 52.26 K-S(t+1) 5.87 S_0 50 K-S_0
Background image of page 2
Background image of page 3

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Background image of page 4
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: 2.26 buy then exercise and get this Target cell 0 B93-D87 43.04 9.23 Used Solver such that difference with yellow target cell was this difference and change was K...
View Full Document

Page1 / 4

hw3_Derivatives_#4 - 2.26 buy then exercise and get this...

This preview shows document pages 1 - 4. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online