Calculate the price an American call option on a non dividend paying stock with the information below Stock price is $40 Exercise price is $38 Risk free rate is 5 Volatility is 20 Six months to maturity ...

Analytical pricing of American options is generally not possible due t ...

Calculate the price an American call option on a non dividend paying stock with the information below.

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Calculate the price an American call option on a non dividend paying stock with the information below.
1. Stock price is $40
2. Exercise price is $38
3. Risk free rate is 5%
4. Volatility is 20%
5. Six months to maturity

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Options Futures And Other Derivatives

ISBN: 9780132164948

8th Edition

Authors: John C. Hull

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Posted Date: Apr 23, 2024 03:30 AM

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Calculate the price an American call option on a non dividend paying stock with the information below.

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Options Futures And Other Derivatives

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