CoboCards App FAQ & Wünsche Feedback
Sprache: Deutsch Sprache
Kostenlos registrieren  Login

Zu dieser Karteikarte gibt es einen kompletten Satz an Karteikarten. Kostenlos!

Alle Oberthemen / Finance & Investment / Derivatives / Derivatives
216
16.If the volatility of a non-dividend-paying stock is 20% per annum and a risk-free rate is 5% per annum, which of the following is closest to the Cox, Ross, Rubinstein parameter p for a tree with a three-month time step?
A.0.50
B.0.54
C.0.58
D.0.62

The formula for p is

=0.538
Neuer Kommentar
Karteninfo:
Autor: CoboCards-User
Oberthema: Finance & Investment
Thema: Derivatives
Veröffentlicht: 27.10.2015

Abbrechen
E-Mail

Passwort

Login    

Passwort vergessen?
Deutsch  English