Serving the Quantitative Finance Community

Search found 1 match

by toast
September 1st, 2008, 4:02 pm
Forum: Student Forum
Topic: Construct Arbitrage Strategy
Replies: 1
Views: 49519

Construct Arbitrage Strategy

<t>We're asked to solve this problem to hand in on the first day of the Pricing Theory Class. I need some help on how to go about this problem.Q: suppose that a long put with strike $100 is currently selling for $10, and a long call with strike $110(on the same stock with same maturity T) is current...