Ricardo International would like you to demonstrate your knowledge of the Black-Scholes option pricing model by finding ……….
The Adventures of Sherlock Holmes Summary
August 7, 2017service companies
August 7, 2017Ricardo International would like you to demonstrate your knowledge of the Black-Scholes option pricing model by finding ……….
Ricardo International would like you to demonstrate your knowledge of the Black-Scholes option pricing model by finding the call price of an U.S. call option with the following characteristics:
stock price = $60 exercise price = $60 risk-free rate is 12% volatility (variance of stock returns) = 9% per year time to maturity = 6 months
