Question: how to creare the binomial tree Many Binomial Periods (cont' d) $74.678 $34.678 The stock price and option price tree for this option $61.149 $22.202
how to creare the binomial tree
Many Binomial Periods (cont' d) $74.678 $34.678 The stock price and option price tree for this option $61.149 $22.202 A 1.000 B=-$38.947 $50.071 $12.889 A=0.922 B--$33.264 $52.814 $12.814 $41.000 $7.074 A=0.706 B--$21.885 $43.246 $5.700 A-0.829 B--$30.139 $37.351 $0.000 $35.411 $2.535 A-0.450 B--$13.405 n! $30.585 $0.000 A=0.000 B= $0.000 $26.416 $0.000 32 (n-1
Step by Step Solution
There are 3 Steps involved in it
1 Expert Approved Answer
Step: 1 Unlock
Question Has Been Solved by an Expert!
Get step-by-step solutions from verified subject matter experts
Step: 2 Unlock
Step: 3 Unlock
