Use the numerical method of the trinomial tree (or the explicit finite
Q.13 Use the numerical method of the trinomial tree (or the explicit finite difference method) for computing the value an American put knowing the following information: S = 92; X = 96; RF = 0, 05; Sigma = 0.25; T = 5/12; b = 0.11; n = 900. Q.14 Use Q.13 informations for the calculation […]
Use implicit trinomial tree to perform the calculation of a put
Q.16 Redo the calculations of Q.15 with Sobol method (optional). Q.17 Use implicit trinomial tree to perform the calculation of a put knowing the following information: S = 95; X = 106; RF = 0, 05; Sigma = 0.25; T = 5/12; b = 0.12; n = 200. Q.19 Using the Monte Carlo Least Squares […]
DECISION TREE AND VALUE OF INFORMATION
Scenario: You are deciding among three investments, as you do for Case 4. You have heard of an expert who has a highly reliable “track record” in the correct identification of favorable vs. unfavorable market conditions. You are now considering whether to consult this “expert.” Therefore, you need to determine whether it would be worth […]
MAINTAINING TREE ISLANDS IN THE FLORIDA EVERGLADES: NUTRIENT
Read the article entitled “Maintaining tree islands in the Florida Everglades: nutrient redistribution is the key” and then prepare review of the article, including the following components: Thesis: What are the main points of the article? What are role of phosphorus in expansion and maintenance of Tree Island? How increased phosphorus lead increased primary production […]
