The stock price is 80 the volatility of the stock is 20 Assuming that the time to expiration is 3 months and the interest rate is 1 per annum calculate the price P of the European call option with strike 81 (b) Calculate A, F, p, Vega using formulas for these parameters Calculate the same paramete...

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The stock price is 80 the volatility of the stock is 20%. Assuming that the time...

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Fundamentals of Futures and Options Markets

ISBN: 978-0132993340

8th edition

Authors: John C. Hull

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Posted Date: Mar 22, 2024 03:01 PM

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The stock price is 80 the volatility of the stock is 20%. Assuming that the time...

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Fundamentals of Futures and Options Markets

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