An investor wants to exactly replicate the put option's payoff so he considers to buy X shares of the stock and Y shares of bonds Suppose the stock price is $70 and the bond price with coupon rate 5 is $100 The stock price will either go up 15 or down 8 in one year There are one European call opti...

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An investor wants to exactly replicate the put option's payoff so he considers to buy X...

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Statistical Techniques in Business and Economics

ISBN: 978-0078020520

16th edition

Authors: Douglas Lind, William Marchal

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Posted Date: Apr 18, 2021 12:21 PM

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An investor wants to exactly replicate the put option's payoff so he considers to buy X...

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Statistical Techniques in Business and Economics

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