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Given all the necessary parameters (S,t,sigma,r,c,u,d,q,(1-q),etc), to calculate a 15-period binomial pricing of a stock. And to calculate the futures.
Calculate the price the call option on the futures. The option expires in 10 periods.
How to do this? Attached is the spreadsheet with the data.
(Coursera problem)
Calculate the price the call option on the futures. The option expires in 10 periods.
How to do this? Attached is the spreadsheet with the data.
(Coursera problem)
