求大神帮忙翻译一下,最好是懂商务英语的大神。
Consideranoptiononanon-dividend-payingstockwhenthestockpriceis$30,theexercisepriceis$...
Consider an option on a non-dividend-paying stock when the stock price is $30, the exercise price is $29, the risk-free interest rate is 5% per annum, the volatility is 25% per annum, and the time to maturity is four months.
a.What is the price of the option if it is a European call?
b.What is the price of the option if it is a American call?
c.What is the price of the option if it is a European put?
d.Verify that put-call parity holds. 展开
a.What is the price of the option if it is a European call?
b.What is the price of the option if it is a American call?
c.What is the price of the option if it is a European put?
d.Verify that put-call parity holds. 展开
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