The following table shows the parameters of a black-Scholes option pricing model Black Scholes option...
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Finance
The following table shows the parameters of a black-Scholes option pricing model
Black Scholes option pricing model
Input
Current stock price S= 35.75
Riskless rate r= 0.025
Strike price k= 36
No of years T= 0.25
Standard dev of return = 0.3
Create {Check out the Check-in 04-27 on option pricing model. Xls} the formulas to yield the intermediate variables and the final price of the call option.
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