Quiz3 - T delta T exp-r delta T r u d q 1 0.3333333333...

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T 1 delta T 0.3333333333 exp(-r delta T) 0.9933555063 r 0.02 u 1.1 d 0.9 1.331 q 0.5334446918 1.21 1.1 1.089 1 0.99 0.9 0.891 0.81 0.729 K 1 0 0 Q1 0.0234121973 0 0.064195333 0.050517 0.1117458496 0.109 0.183356 0.271 Q2 Delta 0 -0.229621027 -0.4416682618 -0.550505 -0.737993779 -1 Q3 on the cash 0.0654921648 if ST
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Unformatted text preview: 0.891 -0.043508 if ST 0.729 -0.205508 Q4 on the cash 0.5160827173 if ST 1.331-0.58786-0 -0.071778 if ST 1.089 -0.480977-0 0.035106 if ST 0.891 -0.393526-0.109 0.013556 if ST 0.729 -0.321976-0.271 -0.076893...
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  • Spring '14
  • 0.999..., 1 0.3333333333 0.9933555063 0.02 1.1 0.9 0.5334446918 1.1 1 1.331 1.21 1.089 0.99 0.9 0.891 0.81 0.729 K

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