Академический Документы
Профессиональный Документы
Культура Документы
D 0.974153
sigma 0.25 sigma 0.3
Rf 0.1 Rf 0.09
T 0.50 T 0.5
S0= 80 S0= 40
K= 82 K= 40
D1= 0.2315485497
D2= 0.0547718544
t1 0.17
t2 0.42
d1 0.5
d2 0.5
Normal Disrtibution
Normal Disrtibution N(D1)= 0.580031
N(D1)= 0.5915556636 N(D2)= 0.495947
N(D2)= 0.5218398882
N(-D1)= 0.419969
N(-D1)= 0.4084443364 N(-D2)= 0.504053
N(-D2)= 0.4781601118
C= 3.671233
C= 6.6205176542 p= 2.885286
p= 4.6213304633
Options
c= 6.2976311981
p= 4.395945517
WITH DIVIDENT AMERICAN
D 0.492556
sigma 0.3
Rf 0.09
T 0.5
So-D= 39.02585 S0= 40 So-D= 39.50744
K= 40
D1= 0.201972 D1= 0.22649
D2= -0.01016 D2= 0.032841
t1 0.17
t2 0.42
d1 0.5
d2 0.5
Normal Disrtibution
Normal Disrtibution N(D1)= 0.58959
N(D2)= 0.513099
N(-D1)= 0.41041
N(-D2)= 0.486901
C= 3.524614
p= 2.544947
Dividend Q% option on currency
C= 51.83296 C=
p= 14.551 p=
#DIV/0!
#DIV/0!
NO DIVIDEND
sigma 0.25
Rf 0.1
T 0.5
S0= 42
K= 40
D1= 0.6472299076
D2= 0.4704532123
Normal Disrtibution
N(D1)= 0.7412584211
N(D2)= 0.6809843729
N(-D1)= 0.2587415789
N(-D2)= 0.3190156271
C= 5.221958763
p= 1.271135743
Options
c= 4.9672808289
p= 1.2091417213
D1= ln (Fo/K)+sigma^2*t/2)/(sigma*sqt*t)
sigma 0.25
Rf 0.09
T 0.33
f0= 20
K= 20
D1= 0.072169
D2= -0.07217
N(D1)= 0.528766
N(D2)= 0.471234
N(-D1)= 0.471234
N(-D2)= 0.528766
C= 1.116641
p= 1.116641