Calculate the difference in the price between a CALL and a PUT option on the same share, assuming the options are priced correctly The exercise price of both options is 50 The price of the share is 60 and the annual risk free interest rate is 2 5 The maturity of the two options is 1 year (a) 11 22...

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An Introduction to the Mathematics of Financial Derivatives

ISBN: 978-0123846822

3rd edition

Authors: Ali Hirsa, Salih N. Neftci

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An Introduction to the Mathematics of Financial Derivatives

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