提供高质量的essay代写,Paper代写,留学作业代写-天才代写

首頁 > > 詳細

MAT1856S/ APM466S

 MAT1856S/ APM466S

Mathematical Theory of Finance - Assignment 2
Due March 8, 2021
Gasoline prices are at p0 = $1/litre today, and each week i the price
can go up by 10% to pi+1 = pi · 1.1 with probability 50%, or down to
pi+1 = pi/1.1 also with probability 50%.
Mr. Hamilton drives a car and each week consumes 50 litres of gasoline.
He purchases price protection insurance in the form of a 4-upswing option
with strike price $1, which works as follows:
1 . On a given week, he can exercise one purchase option for 50 litres
(no more nor less) at a fixed price of $1/litre.
2 . He can exercise this purchase option a maximum of 4 times in a given
year.
On the other hand, Ms. Curie runs a refinery, and produces 50,000
litres of gasoline every week, that she sells at market prices. She will pur?chase a price protection program in the form of a 4-downswing option which
works as follows:
1 . On a given week, she can exercise one sell option for 50,000 litres (no
more nor less) at a fixed price of $1/litre.
2 . She can exercise this purchase option a maximum of 4 times in a
given year.
In both cases, using recombining trees, calculate the price of the price
protection plan in each case, as well as the optimal exercise nodes in the
option trees.
 
聯系我們
  • QQ:1067665373
  • 郵箱:1067665373@qq.com
  • 工作時間:8:00-23:00
  • 微信:Essay_Cheery
熱點文章
程序代寫更多圖片

聯系我們 - QQ: 1067665373 微信:Essay_Cheery
? 2021 uk-essays.net
程序代寫網!

在線客服

售前咨詢
售后咨詢
微信號
Essay_Cheery
微信
全优代写 - 北美Essay代写,Report代写,留学生论文代写作业代写 北美顶级代写|加拿大美国论文作业代写服务-最靠谱价格低-CoursePass 论文代写等留学生作业代做服务,北美网课代修领导者AssignmentBack 北美最专业的线上写作专家:网课代修,网课代做,CS代写,程序代写 代码代写,CS编程代写,java代写北美最好的一站式学术代写服务机构 美国essay代写,作业代写,✔美国网课代上-最靠谱最低价 美国代写服务,作业代写,CS编程代写,java代写,python代写,c++/c代写 代写essay,作业代写,金融代写,business代写-留学生代写平台 北美代写,美国作业代写,网课代修,Assignment代写-100%原创 北美作业代写,【essay代写】,作业【assignment代写】,网课代上代考