Scribd Logo
Upload

Welcome to Scribd!

  • Supershare

    Uploaded by

    luca pilotti
    6 views1 page

    Copyright

    © © All Rights Reserved

    Available Formats

    XLSX, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    6 views1 page

    Supershare

    Uploaded by

    luca pilotti

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    of 1

    Supershares

    http://investexcel.net/
    Hakansson (1976) model

    Parameters
    Time to Maturity 1.000 yrs
    Risk Free Rate 5.0000%
    Volatility 20.00%
    Asset Price 400.000
    Upper Strike 420.000
    Lower Strike 380.000
    Cost of Carry 3.00%

    Results
    Supershare 0.1974039

    Intermediate Calculations
    dt 0.2
    WL 0.5064665
    WU 0.0060492
    NWL 0.6937354
    NWU 0.5024133
    supershare 0.1974039

    You might also like