Math 6A, Section 1

Math 53 – Math of Finance. Monday, March 19, 2007. Homework 5 --- SOLUTIONS. Here’s the Black-Scholes formula: or, if you prefer using , Recall that K is the strike price as written in the contract, and k is the same value in flat dollars. ... For this and other problems, use either version (1) or (2) of the formula. $ 5.31124. b. Repeat ... ................
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