leslie-dominic-watson documents

HW8. OIL BOND OIL BOND - CODE S = 30; r = 0.02; sigma = 0.06; T = 1; N = 10; deltaT = T/N; u = exp( sigma * sqrt(deltaT) ); d = 1/u; p = ( exp( r * deltaT
Documents HW8. OIL BOND OIL BOND - CODE S = 30; r = 0.02; sigma = 0.06; T = 1; N = 10; deltaT = T/N; u = exp( sigma * sqrt(deltaT) ); d = 1/u; p = ( exp( r * deltaT