No-arbitrage pricing 03 - option pricing Exercise 1

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  • Опубліковано 7 лис 2024

КОМЕНТАРІ • 3

  • @仇凯燕
    @仇凯燕 7 років тому +1

    This video saved my life!

    • @muhammadadeelahmad1703
      @muhammadadeelahmad1703 3 роки тому

      Dear teacher I dont understand the calculation of 0.15, 0.2 , 0.3 and 0.25 in pence. What is the way I can find these figures ?

  • @aliasgherjan
    @aliasgherjan 3 роки тому

    I know this must be quite late to post this but the answers for the put options need to be reviewed. If strike price of put option is 95 pounds, its value is more at state prices 1,2 and 3 because in essence you are buying a stock for a much lower price than the actually price in all these states. Great video otherwise :)