subject
Business, 13.03.2022 08:40 mya9859

A futures price is currently 31 and has a volatility of 30%. The risk-free rate is 5%. The strike price on a 9-month put is 30. A three-period binomial lattice is used. Calculate the risk-neutral probability p*.

ansver
Answers: 3

Another question on Business

question
Business, 21.06.2019 23:30
Starting at age 30, you deposit $2000 a year into an ira account for retirement. treat the yearly deposits into the account as a continuous income stream. if money in the account earns 7%, compounded continuously, how much will be in the account 35 years later, when you retire at age 65? how much of the final amount is interest?
Answers: 2
question
Business, 22.06.2019 19:00
It is estimated that over 100,000 students will apply to the top 30 m.b.a. programs in the united states this year. a. using the concept of net present value and opportunity cost, when is it rational for an individual to pursue an m.b.a. degree. b. what would you expect to happen to the number of applicants if the starting salaries of managers with m.b.a. degrees remained constant but salaries of managers without such degrees decreased by 20 percent
Answers: 3
question
Business, 23.06.2019 06:30
What did surprise you in personalities
Answers: 1
question
Business, 23.06.2019 07:30
Which of the following conditions might result in the best financial decisions? a. agreeableness b. openness c. conscientiousness d. extraversion
Answers: 1
You know the right answer?
A futures price is currently 31 and has a volatility of 30%. The risk-free rate is 5%. The strike pr...
Questions
question
Mathematics, 20.01.2021 19:30
question
Mathematics, 20.01.2021 19:30