3996金融与交易简单derivationmedium
Cash-or-Nothing Call
题目
A cash-or-nothing call pays 10 at expiry. Interest rates are zero and the option price is 3.8. What risk-neutral probability of finishing in the money is implied?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案
题目
A cash-or-nothing call pays 10 at expiry. Interest rates are zero and the option price is 3.8. What risk-neutral probability of finishing in the money is implied?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案