Mathematics
Mathematics, 29.08.2019 19:30, NEUROPHARMACOLOGICAL

assume a security follows a geometric brownian motion with volatility parameter σ = 0.2. assume the initial price of the security is 21 and the interest rate is 0. it is known that the price of a down-and-in barrier option and a down-and-out barrier option with strike price 19 and expiration 30 days have equal risk-neutral prices. compute this common risk-neutral price.
note time in years (or 252 trading days). so expiration is 30/252 yrs.

answer
Answers: 2

Other questions on the subject: Mathematics

image
Mathematics, 21.06.2019 14:30, meramera50
Find the arc length parameter along the given curve from the point where tequals=0 by evaluating the integral s(t)equals=integral from 0 to t startabsolutevalue bold v left parenthesis tau right parenthesis endabsolutevalue d tau∫0tv(τ) dτ. then find the length of the indicated portion of the curve r(t)equals=1010cosine tcost iplus+1010sine tsint jplus+88t k, where 0less than or equals≤tless than or equals≤startfraction pi over 3 endfraction π 3.
Answers: 3
image
Mathematics, 21.06.2019 16:30, itsdeevv
You drop a rubber ball off the roof of a 50 meter high building onto a paved parking lot. it bounces back up with every bounce, but not quite all the way back up to you. after the first bounce it bounces back only 80 percent of the distance it was dropped from. the pattern continues, meaning after every bounce it comes up to just 80 percent of the previous maximum height. so if before the first bounce the height is 50 meters, what height does the ball reach after the fifth bounce? round your answer to one decimal place and chose the correct response from the choices below:
Answers: 1
image
Mathematics, 21.06.2019 18:30, Raewolf25
Need an artist designed a badge for a school club. figure abcd on the coordinate grid below shows the shape of the badge: the badge is enlarged and plotted on the coordinate grid as figure jklm with point j located at (2, -2) and point m is located at (5, 4). which of these could be the coordinates for point l? a. (2, 4) b. (8, 4) c. (5, 1) d. (5, 7)
Answers: 2
image
Mathematics, 21.06.2019 19:30, 100738
Asquare has a side that measures 11 units. what is the area of a circle with a circumference that equals the perimeter of the square? use 3.14 for π, and round your answer to the nearest hundredth. 1519.76 units2 379.94 units2 616.56 units2 154.14 units2
Answers: 1
Do you know the correct answer?
assume a security follows a geometric brownian motion with volatility parameter σ = 0.2. assume the...

Questions in other subjects:

Konu
Mathematics, 24.09.2020 15:01
Konu
History, 24.09.2020 15:01
Konu
Mathematics, 24.09.2020 15:01