3997金融与交易简单derivationmedium
Cash-or-Nothing Put
题目
A cash-or-nothing put pays 5 at expiry. The discount factor to expiry is 0.97 and the option price is 1.455. 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