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标题: [ 2009 FRM Sample Exam ] Market risk measurement and management Q16 [打印本页]

作者: Babul 时间: 2009-6-13 13:24 标题: [ 2009 FRM Sample Exam ] Market risk measurement and management Q16

16. A 1?year European put option on a non?dividend?paying stock with strike at

作者: Babul 时间: 2009-6-13 13:25

Correct answer is Cfficeffice" />

A 1?year European put option on a non?dividend paying stock:

S =

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