Tietokoneharjoitus 2
Tehtävä 5a
http://www1.deutsche-boerse.com/parkett/parkett2.jpg
http://www.eurexchange.com/exchange-en/products/idx/dax/17206/
Expiry = 19.12
St<-9252
Kt<-9263.5
dt<-(26+19)/365
1/dt*log(Kt/St)
[1] 0.01007564
Tehtävä 5b
http://www1.deutsche-boerse.com/parkett/parkett2.jpg
http://www.eurexchange.com/exchange-en/products/idx/dax/17252/
St<-9259.5
# Joulukuu
dt<-(26+19)/365
K<-9300
Ct<-195.00
Pt<-253.30
1/dt*log(K/(St+Pt-Ct))
# [1] -0.01550965
dt<-(26+19)/365
K<-9000
Ct<-412.00
Pt<-138.00
1/dt*log(K/(St+Pt-Ct))
# [1] 0.01307844