Explore
Upload

DocSlides is a free service to upload presentations and documents.

Upload Now
Download Presentation
PDF-1DerivingtheBlack-ScholesFormula1.1CallOptionForaEuropeancalloption,th

PDF-1DerivingtheBlack-ScholesFormula1.1CallOptionForaEuropeancalloption,th

Ecallpayo PrStKEStjStKK PV0Ecallpayo e tPrStKEStjStKK12PutOptionForaEuropeanputoptionthepotentialcash owsattimetwithoccurifStK1ReceiveKwithprobabilityPrStK2Paybuy

E(callpayo )= Pr(StK)[E(StjStK)K] PV0[E(callpayo )]= e tPr(StK)[E(StjStK)K]1.2PutOptionForaEuropeanputoption thepotentialcash- owsattimetwithoccurifStK1.ReceiveKwithprobabilityPr(StK)2.Pay(buy

Presentation Embed Code

Download Presentation

Download Presentation The PPT/PDF document "1DerivingtheBlack-ScholesFormula1.1CallO..." is the property of its rightful owner. Permission is granted to download and print the materials on this web site for personal, non-commercial use only, and to display it on your personal computer provided you do not modify the materials and that you retain all copyright notices contained in the materials. By downloading content from our website, you accept the terms of this agreement.

1DerivingtheBlack-ScholesFormula1.1CallOptionForaEuropeancalloption,th: Transcript

Show More

Related Contents

Copyright © 2024 DocSlides. All Rights Reserved