April 2010 Question 5iii

Discussion in 'CT8' started by Cookie, Sep 15, 2017.

  1. Cookie

    Cookie Member

    Hi

    I'm really confused how to start this part, any help will be appreciated

    Thanks
     
  2. John Potter

    John Potter ActEd Tutor Staff Member

    Hi Cookie,

    In the BS formula, Phi(d2) = PQ[S(T) > K]

    John
     
    Cookie likes this.
  3. Cookie

    Cookie Member

    Thanks John
     

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