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hull.13.04 by btzoho  223 views
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$ Macros
 
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Black-Scholes Inputs
1Stock (S)$50.00
2Strike (K)$50.00
3Volatity30.0%
Variance9.00%
4Riskfree rate (r)10.00%
5Term (T)0.25
6Div Yield0.00%
Put option
d10.2417
d20.0917
-d1-0.2417
N(-d1)0.4045
N(-d2)0.4635
Put Price$2.376
Hull_13_04
Hull_13_04b _binoimal
 
     
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