4005金融与交易中等derivationmedium
Clique/Reset Payoff 5
题目
A digital corridor note pays 4 if S_T > K and 1 otherwise. Rates are zero and the risk-neutral probability of S_T > K is 0.35. What is the price?
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 digital corridor note pays 4 if S_T > K and 1 otherwise. Rates are zero and the risk-neutral probability of S_T > K is 0.35. What is the price?
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