A 7-month forward price on a stock is $100. The price of a 3-months European call option with strike price of $98 on thi
Posted: Tue Nov 23, 2021 8:50 am
A 7-month forward price on a stock is $100. The price of a
3-months European call option with strike price of $98 on this
forward contract is $5. Using Black’s model, find the price of a
4months European put option with strike price of $101 on the same
forward contract if the riskfree interest rate is 8%. You may want
to use Excel for this question.
3-months European call option with strike price of $98 on this
forward contract is $5. Using Black’s model, find the price of a
4months European put option with strike price of $101 on the same
forward contract if the riskfree interest rate is 8%. You may want
to use Excel for this question.