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Short-term interest rate calls

Calculate the price of a call option written with strike price 21 and a maturity of three months written on a non-dividend-paying stock whose current share price is 25 and whose implied volatility is 23 percent, given a short-term risk-free interest rate of 5 percent. [Pg.150]

See other pages where Short-term interest rate calls is mentioned: [Pg.54] [Pg.188] [Pg.161] [Pg.723] [Pg.347] [Pg.508] [Pg.587] [Pg.137] [Pg.24] [Pg.196] [Pg.220]

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Calling

Short rate

Short-term

Short-term interest rate