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Cdi s0 exp - PowerPoint PPT Presentation

HW 11

HW 11. 100071021. Close Form. function [ cdi, cdo , pdi , pdo ] = BOD_cf ( S0,K,r,q,T,sigma,Sb ) ssqT = sigma* sqrt (T); lamda = ( r-q+0.5*sigma^2 ) / sigma^2 ; y = ( log( Sb^2 / (S0*K) ) / ssqT ) + lamda*ssqT; x1 = ( log(S0/Sb) / ssqT ) + lamda * ssqT ;

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Cdi s0 exp - PowerPoint PPT Presentation

HW 11