A stock is currently $117 47 and will move either up to 143 14 or down to 105 22 at the end of 9 months If the risk free rate is 3 65 per annum and the strike price is $ 105 29, what is the value of a European call option in a risk neutral world A stock is currently $117 47 and will move either up...

Call Option Value S Nd1 X ert Nd2 Where S Current stock price N Cumulative standard normal distribut ...

A stock is currently $117.47 and will move either up to 143.14 or down to 105.22...

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Fundamentals of Futures and Options Markets

ISBN: 978-0132993340

8th edition

Authors: John C. Hull

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