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No its the magnitude of the up move they’ve given you there, i.e. in an up move the stock will go up 15%
To calculate the probability you have to use 1+r-d/ (u-d). This will give you the risk neutral probability of an up move. Down move is simply 1 - u since the probabilities have to equal 100% |
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发表于 2013-4-22 07:28
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