Let (kT <1) calculate the present value of 1 yuan due at time 1 by the following three methods at time t; (1) Calcula... 查看全部
2021-06-30 19:27
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回答Fund A accumulates at A single rate of 10%, and Fund B accumulates at A single discount rate of 5%. Calculate the time... 查看全部
2021-06-30 19:26
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回答Under the condition of 10% single interest rate and 10% single discount rate respectively, calculate D.
2021-06-30 19:25
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回答The form of the known accumulation function is :a(t)=a t2+b. If the 100 yuan invested at time 0 accumulates to 172 yuan ... 查看全部
2021-06-30 19:24
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回答The interest from time t to time n(t<n) is calculated for the following two cases:
2021-06-30 19:22
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回答Let G(S,t) be the solution to the following equation :
2021-06-30 19:22
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回答According to the known conditions S=43,X = 40,o =0.1414,r =0.05,T=1 year, calculate the option price C(from Black-Schol... 查看全部
2021-06-30 19:20
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回答If the stock index is at 702 and its estimated volatility is alpha =0.4, the index futures contract will expire in thre... 查看全部
2021-06-30 19:18
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回答Use the stock price binary tree as shown below and set the knock-out barrier as below $65, X= $50, r = 0.06. Find the pr... 查看全部
2021-06-30 19:17
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回答Suppose the stock price model parameters are: U =1.1, D =0.9,S= 100. P =0.85. The expiry time of an American put option ... 查看全部
2021-06-30 19:16
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