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Current share price is $30. The volatility of this stock is 0.80 per annum. A call option written on this stock has 16 months before expiry and a strike price of $28. The riskless rate of interest is 4% per annum continuously compounded.
We want to value a derivative based on this stock.
If we use a 4-step Binomial tree to model share-price movements over the next 16 months, the risk-neutral probability p* of an up movement in share price on any given branch is _______?
If we use a 8-step Binomial tree to model share-price movements over the next 16 months, the risk-neutral probability p* of an up movement in share price on any given branch is ________ ?
Enter your answer to 4 decimal places. If your answer is 12.34%, enter 0.1234
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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