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Problem: Binomial Model- Consider a non-dividend paying stock with a current value of 100 kr that is described by the 2-step Binomial model depicted below. Assume that the continuously compounded risk free interest rate is 10% per annum for all maturities. Consider a European derivative on this stock that when it matures, in 8 months, pays out the minimum of the stock price and a strike price of 90 kr, that is min(ST, K). Calculate the risk neutral probability that the stock price increase over 4 months from 100 kr to 125 kr. (Keep at least 4 decimals in all your calculations.). Calculate the value of the derivative today.
Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..
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