Adithyan's Recent Activity

  1. Adithyan replied to the thread Q 21 in rev notes booklet 6 (CT8 Apr 2013 Qn 9) (ii)(b).

    Hi Sir! Thanks for your reply. I am actually unable to understand the part where V1 is found using the formula...

    Aug 22, 2019 at 1:19 PM
  2. Adithyan replied to the thread April 2013 Q9 (ii) (b).

    Hi! I agree that S0 is 1 (given in question). But Value of option @ time 1 is = S1 phi(d1) - Ke^-r(T-1)phi(d2). How can you use S0=1...

    Aug 22, 2019 at 4:25 AM
  3. Adithyan posted a new thread.

    Q 21 in rev notes booklet 6 (CT8 Apr 2013 Qn 9) (ii)(b)

    Isn't V1 = S1*PHI(d1)-Ke^-r(T-t)*PHI(d2)? In this qn we dont have S1 and how can we substitute value of S0 in S1? Then why in revision...

    Forum: CM2

    Aug 18, 2019 at 1:25 PM
  4. Adithyan posted a new thread.

    CT8 April 2012 Q8 (iii) - Question 18 in revision notes

    Can someone help me understand the how the differentiation is done?

    Forum: CM2

    Aug 18, 2019 at 10:02 AM