ACT460H1 Lecture Notes - Lecture 10: Implied Volatility, Dividend Yield, Option Style
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F18 stochastic methods for actuarial science: homework 4. Instruction for submission: submit your solution as a hardcopy (i will collect homework in my o ce on. Dec 6 from 1:30pm to 2:30pm), but the r program for problem 5 must be submitted on quercus. In addition, include a printout of your codes in your hardcopy submission. Please write your full name and student number on the front page, and keep a copy of your homework in case it gets lost. This homework is worth 4. 5% of your nal grade (10 points = 0. 5%): (extra credit) please kindly complete the course evaluation form on quercus by december 7. Your response is completely anonymous, and i will not see it before i submit the nal grades. Time is measured in years and money in cad. The stock pays no dividend and has volatility 0. 25.
