Using the notation in the chapter, prove that a 95% confidence interval for ST is between /2)T1.960

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Using the notation in the chapter, prove that a 95% confidence interval for ST is between

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Options Futures and Other Derivatives

ISBN: 978-0134472089

10th edition

Authors: John C. Hull

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Question Posted: Feb 12, 2018 12:17 PM

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Using the notation in the chapter, prove that a 95% confidence interval for ST is between /2)T1.960

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/2)T–1.960 T S,ela-o"l S,e-a' 12)T +196а т and

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From equation 153 95 confid...View the full answer

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