Let S = $75, K = $65, r = 3% (continuously compounded), T = 0.75, and d = 0. Let u = 1.25, d = 0.65, and n = 1. Calculate the value of a European call if D = 0.638889 and B = –30.4529.
(D is the delta sign)
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Let S = $75, K = $65, r = 3% (continuously compounded), T = 0.75, and d = 0. Let u = 1.25, d = 0.65, and n = 1. Calculate the value of a European call if D = 0.638889 and B = –30.4529.
(D is the delta sign)
Ditto - see the guidelines:
https://www.askmehelpdesk.com/financ...-b-u-font.html
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