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Options with discontinuous payoffs are called Binary options. An example is the cash-or-nothing callwhich pays nothing if the stock price at the maturity of the option is below the strike price and pays a fixed amount Q if the stock price is above the strike price. Another type of binary option is an asset-or-nothing call. This call pays nothing if the stock price is below the strike price at the maturity of the option and pays the stock price (ST) if the stock price is above the strike price. A regular European call is equivalent to a long position in an asset-or-nothing call and a short position in cash-or-nothing call.
The stock price is $50, the volatility of the stock is 30%, and the interest rate is 6%. Consider a cash-or-nothing call with a strike price of $52 and maturity of 6 months and the fixed amount it pays, when the stock price is above the strike price, is the strike price itself. Also consider a asset-or-nothing call with the same strike price and maturity as the earlier call. Use simulation to arrive the price of these two calls. Also, verify the relationship between cash-or-nothing call, asset-or-nothing call, and a regular call option. Do 1000 simulations.
profit and loss account
compute the arithmetic mean rate of return and standard deviation of rates of return for the two series
RESOLUTIONS OF CREDITORS Normally, decisions at meetings of creditors are taken by ordinary resolution, viz., a resolution passed by a simple majority in value of creditors pre
How do I treat with Expenses Outstanding, for example, Marketing Expenses outstanding at year end is $1250. How do I adjust?. It is a note under the trial balance.
a) DELL computers sell 100 PCs at Rs.42,000. The variable expenses amount to Rs.28,000 per PC. The total fixed expenses is Rs.14,00,000. Prepare an income statement. b.) Ca
I am working on the comprehensive probelm and I can not figure out the trial balance. Where am I going wrong?
on 31.12.2001 the following trail balance sheet was prepared from the book of raju debit credit sundry debators 50,ooo - sundry creditors -
Real Estate Mortgage Investment Conduit (REMIC) - An entity which holds a fixed pool of mortgages and issues multiple classes of interest in itself to investors. A qualified REMIC
NSC Ltd has a 31 may fiscal year end
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