Visit the Montreal Exchanges website at www.m-x.ca. Under Trading Tools, click on the Options Calculator. Use the
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Visit the Montreal Exchanges website at www.m-x.ca. Under Trading Tools, click on the Options Calculator. Use the calculator to price an American equity option maturing in 60 days with a strike price of $80, on a non-dividend paying stock, with a current price of $90, annual volatility of 15%, and risk free annual interest rate of 3% on the 90-day period.
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Related Book For
The Economics Of Money Banking And Financial Markets
ISBN: 9780321584717
4th Canadian Edition
Authors: Frederic S. Mishkin, Apostolos Serletis
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