06 February 2013
in sfm,option chapter,black & scholes model. ther is formula of d1 &d2.in d1 formula ,ln(s/k)=ln1.0667=0.06766.so how that come.in module ans that is 0.0645. My Ques is how to find value and which is right?
07 February 2013
ca final sfm there is formula of black scholes model. in formula d1. i am unable to find value of this .natural logaritham (current stock price/strike price of option). and for example natural logeritham (1.0667) & in book answer given as 0.0645 or 0.0676. how that come.if u find one of above value.
07 February 2013
no sir first question is solved by u and it is absolutely true .but i asked another question .that is above given sir please send ur email id then i will send u scan page then it will help u to solve my query. mayank11.gohil@gmail.com
11 February 2013
log of 1.0667. i see 10 in log table 6 position. =0253 comes then add 6th mean diff 25 . it gives values arrond 0278 value & then put dot =0.0278 then it is right . or wrong . bcaz ans r changing .
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