4001金融与交易中等derivationmedium
Clique/Reset Payoff 1
题目
A cash-or-nothing call pays 25 at expiry. The discount factor is 0.98 and the option price is 6.125. What risk-neutral in-the-money probability 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。
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题目
A cash-or-nothing call pays 25 at expiry. The discount factor is 0.98 and the option price is 6.125. What risk-neutral in-the-money probability 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