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Modify your formulas from (1) to compute the price at time 0 of an American put option with the same contract specications in the binomial model. Report the price of the American put option under the binomial model.
Compute x(1); y(1) i.e., the number of shares of the stock and risk-free asset needed at time 0 to replicate the American option over the rst time-step.
Identify which nodes (if any) prior to the terminal date T = 1 are optimal exercise points. In other words, identify the points on the binomial tree, if any, where early exercise is optimal. It is enough to simply highlight these nodes on a visual representation of the stock or option price binomial tree.
Report the early exercise premium for the American put option, i.e., compute PA PE. This is the cash value associated with the ability to exercise early.
a) What is meant by secular trend? Discuss any two methods of isolating trend values in a time series.
Test the following claim. Identify the null hypothesis, alternative hypothesis, test statistic, critical value(s), conclusion about the null hypothesis, and final conclusion that
1. Use the concepts of sampling error and z-scores to explain the concept of distribution of sample means. 2. Describe the distribution of sample means shape for samples of n=36
While there are p original variables the number of principal components is m such that m
Cluster Sampling This method is also known as multi stage sampling .Under this method random selection is made of the ultimate or final units from a given stratum. The sampling
There are two diagnostic tests for a disease. Among those who have the disease, 10% give negative results on the first test, and independently of this, 5% give negative results on
Mode Mode is the value of the observation which occurs with the greatest frequency and thus it is the most fashionable value, Mode has been derived from French word La m
two application of statistics
Characteristics of Index Number On the analysis of various definitions of index number the following may be its characteristics: 1. Expressed in Number : Index number
How do you change the base of the index
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