A futures price is currently 100 at the end of six months
A futures price is currently 100. At the end of six months it will be either 112 or 90. The risk-free interest rate is 5% per annum. What is the value of a six-month European call option with a strike price of 100?
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a currency is currently worth 180 and has a volatility of 15 the domestic and foreign risk-free interest rates are 5
a futures price is currently 100 at the end of six months it will be either 112 or 90 the risk-free interest rate is 5
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