a What are the assumptions behind the Black Scholes Merton model b Compute the price of a European call option on a non dividend paying stock with the strike price is $70 when the stock price is $73, the risk free interest rate is 10 pa, the volatility is 40 pa, and the time to maturity is 6 month...

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a. What are the assumptions behind the Black-Scholes-Merton model? b. Compute the price of a European...

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Fundamentals of Futures and Options Markets

ISBN: 978-0132993340

8th edition

Authors: John C. Hull

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a. What are the assumptions behind the Black-Scholes-Merton model? b. Compute the price of a European...

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Fundamentals of Futures and Options Markets

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