Put option exercise probability
Put Option
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Hi David, This is wrt the problem from Live Webinar Page 59 to calculate price of put option and probability of exercising the option. Hi Dinesh, That is interesting but isn't your p invariant to the exercise price?
David Harper CFA FRM , May 3, Sorry that I did not check with different strike values. Thanks for your clarification.
Also it is tempting to solve for N d1 N d I think they provide the z table in the exam. I found an easier mechanics in that case: You must log in or sign up to reply here.
Examples To Understand The Binomial Option Pricing Model | Investopedia
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Probability of exercising European put option under Black-scholes model | Actuarial Education
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