zero-coupon-security

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    Construct and apply an arbitrage argument to price a call option on a zero-coupon security using rep

    Hello, On page 8 of the formula sheet there is an example for the aim Construct and apply an arbitrage argument to price a call option on a zero-coupon security using replicating portfolios.. I was wondering if there is a .xls that I can access to see how all the numbers were derived? Thanks!
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