4594数理金融简单数值题short
Martingale Carry Inference 4
题目
Under risk-neutral pricing, spot is 120, risk-free rate is 4%, dividend yield is 1.5%, and maturity is 2 years. What is E[S_T]?
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题目
Under risk-neutral pricing, spot is 120, risk-free rate is 4%, dividend yield is 1.5%, and maturity is 2 years. What is E[S_T]?
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