MATH 534 Final: MATH 537 UMass Amherst finalreview
Document Summary
Math 441, problems from old exams and practise sheets. Here are some problems given out as exam and practise problems fromm previous classes. This is not a complete review of all the concepts you need to know for the exam: the three-month american call option on a non-dividend paying stock with strike price is currently selling for . The three-month european put option on the same non-dividend paying stock with strike price is currently selling for . A european call option is available on the same stock. It costs and has a strike price of . Assuming the rate of interest is zero, nd the range of values of the stock price which are possible without creating an arbitrage situation: a put option on a stock with a strike price of costs . A put option on the same stock but with a strike price of costs .
