Publications by Thanh Dat

Homework 7

Homework 7 1 Slide 27 a. Volatility of MSN b. Parameters of the aBm c. Fair value d. Closed-form pricing formula 2 Slide 14 a. Volatility of MSN b. Fair value c. Parameters of the gBm d. Binomial & Monte Carlo Group 01 May 2022 Homework 7 Dr. Le Nhat Tan 1 Slide 27 An investor agreed to pay an amount \(C_0\) to buy a European put o...

12206 sym R (3645 sym/15 pcs)