Solutions fundamentals of futures and options markets 7e by hull chapter 22

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... 2.419 The price of a regular European call is the sum of the prices of down -and- out and down-andin options Problem 22. 22 What is the value in dollars of a derivative that pays off $10,000 in one... sum of the values of the options in (b) and (c) (a) The price of a regular European call option is 7.116 (b) The price of the down -and- out call option is 4.696 (c) The price of the down -and- in... similar reason the value of a down -and- in call increases Problem 22. 18 Explain why a regular European call option is the sum of a down -and- out European call and a down -and- in European call If
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