Compute the 1-year forward price using the 50-step binomial tree in Problem 11.13. show your calculations.

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Derivatives Markets

ISBN: 9789332536746

3rd Edition

Authors: Robert McDonald

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Question Posted: Aug 12, 2015 02:39 AM

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Compute the 1-year forward price using the 50-step binomial tree in Problem 11.13. show your calculations.

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We have to be careful to adapt the time period h h is now ...View the full answer

Derivatives Markets

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