Black-Scholes-Worksheet - d2-0.0757035086-0.0743492717...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
Discrete Compounding Continuous Compounding S $55.00 X $55.00 t 0.5 rf 0.04 stdev 0.4069 PV(X) 53.931937163 53.9109270319 d1 0.2120182407 0.2133724776
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: d2-0.0757035086-0.0743492717 N(d1) 0.5839535981 0.5844817771 N(d2) 0.4698274923 0.4703662362 C $6.779 $6.789...
View Full Document

This note was uploaded on 12/17/2011 for the course FINANCE 290 taught by Professor Willis during the Spring '11 term at University of Phoenix.

Ask a homework question - tutors are online