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hull.11.05 by btzoho  218 views
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$ Macros
 
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1=call, Inputs
0=put 1 call
Asset 100 Solved:
Strike 100 u1.100<< magnitude of up jump
Time (yrs)0.5d0.900<< magnitude of down jump
Volatilitya1.041
Riskless8.0%p0.7041<< probability of up jump
Div Yield1-p0.2959<< probability of down jump
Time Node0.00.501.00
121.00
21.000
110.00
14.2054
Stock 100.00 99.00
Option 9.6092 -
90.00
-
81.00
$0.0
Hull_11_04 _call option
Hull_11_05 _put option
 
     
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