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    smotte's Avatar
    smotte Posts: 2, Reputation: 1
    New Member
    		  
    #1

    Jul 27, 2010, 07:19 PM
    finance help
    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)
    morgaine300's Avatar
    morgaine300 Posts: 6,561, Reputation: 276
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    #2

    Aug 3, 2010, 01:08 AM

    Ditto - see the guidelines:
    https://www.askmehelpdesk.com/financ...-b-u-font.html
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