4467数理金融简单数值题short
Risk-Neutral Probability And No-Arbitrage 2
题目
In a one-period binomial model, S0=50, Su=65, Sd=45, and the simple risk-free rate is 0.05. Compute the risk-neutral probability of the up state, and state whether the no-arbitrage condition holds.
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你的答案
risk-neutral probability
no-arbitrage condition holds