# Use implicit trinomial tree to perform the calculation of a put

Q.16 Redo the calculations of Q.15 with Sobol method (optional).

Q.17 Use implicit trinomial tree to perform the calculation of a put knowing the following information: S = 95; X = 106; RF = 0, 05; Sigma = 0.25; T = 5/12; b = 0.12; n = 200.

Q.19 Using the Monte Carlo Least Squares approach, evaluate the price of an Amerian put assuming an Heston (1993, 2000) stochastic volaitiliy model having the following caracteristics: K=10, r=0.05, T=4/12, k=5, theta=0.16, sigma=0.9, rho=0.1, v0=0.0625, S = 8 to 12, and values of American puts : 2.000, 1.107064, 0.520030, 0.213668. Define and explain each concepts. Hint : see Rouah (2015).

#implicit #trinomial #tree #perform #calculation #put

Pages (275 words)
Standard price: \$0.00

### Latest Reviews

Impressed with the sample above? Wait there is more

Related Questions

### Illustration Essay Draft Write a 7501000 word essay about a topic in which you argue for the existence of a

Illustration Essay DraftWrite a 750-1000 word essay about a topic in which you argue for the existence of a particular phenomenon by stating a generalization

### How did BMW deal with exchange rate risk? 1212 unread replies.1212

How did BMW deal with exchange rate risk? 1212 unread replies.1212 replies. Please respond by March 29th at 11:59 pm. During the week of

### Side Panel Expand side panel Week 5 Discussion Previous Next

Side Panel Expand side panel Week 5 Discussion Previous  Next  Discussion Supporting Lectures IT Audit and Assurance (and associated textbook chapters) Setting Audit Scope for

### Congratulations! You have just been promoted to district manager! The

Congratulations! You have just been promoted to district manager! The Dunkin’ Donuts franchisee sees your growth potential and the growth potential in your geographic area.

### In one of the files the clear instruction is explained.

In one of the files the clear instruction is explained. The other 4 files that are attached are examples from the teacher how the assignment

### Meiner S. E. Yeager J. J. 2019. Chapter 17 Chapter017.pptx Chapter 18 Chapter018.pptx Chapter 19 Chapter019.pptx Chapter 20 Chapter020.pptx

Meiner, S. E., & Yeager, J. J. (2019).Chapter 17Chapter_017.pptxChapter 18Chapter_018.pptxChapter 19Chapter_019.pptxChapter 20Chapter_020.pptxWatchNone.Supplemental Materials & ResourcesVisit theCINAHL Completeunder theA-to-Z Databaseson theUniversity Libraryswebsiteand locate the article(s) below:O’Keefe-McCarthy,

### This week you are preparing a final research report. What

This week you are preparing a final research report. What is the most important goal of a research report? Explain.  What is meant by

### • Post one response (minimum of 4 paragraphs) regarding the

• Post one response (minimum of 4 paragraphs) regarding the videos for this week’s module. You can choose to discuss the videos from chapters 12

### If you have gone to a doctor’s appointment within the

If you have gone to a doctor’s appointment within the last 20 years, you have likely signed a Health Insurance Portability and Accountability Act

### Select a nursing practice problem of interest to use as

Select a nursing practice problem of interest to use as the focus of your research. Start with the patient population and identify a clinical problem

### Informatics

O From the moment you wake, you are in fact a data-generation machine. Each use of your phone, every transaction you make using a debit

### Violence in sport. – Premium Paper Help

Premium Paper Help is a professional writing service that provides original papers. Our products include academic papers of varying complexity and other personalized services, along

New questions