Mino2020-01-13 22:21:43
MinoA stock is priced at $100.00 and follows a one- period binomial process with an up move that equals 1.05 and a down move that equals 0.97. If 1 million Bernoulli trials are conducted, and the average terminal stock price is $102.00, the probability of an up move (p) is closest to: A 0.375. B 0.500. C 0.625. 老师，完全不知道怎么办
回答（1）
Evian, CFA2020-01-14 17:09:08
Evian, CFAMino同学你好，
请参考附图。一期二叉树表示价格上涨和下跌的情况，然后可以列出两个方程，二元一次方程联立求解即可。
- 评论（0）
- 追问（0）
评论
0/1000
追答
0/1000
+上传图片