标签:397003 - 澳大利亚华人论坛

新西兰移民留学

397003 assignment 2 question 3

The question asks how much do you need to borrow at time 0 in order to build the hedging strategy? I assume that the question asks for Delta*S(0) but there's other students think it asks for V (which is Delta*S(0) - C). Am I right or wrong??...澳洲华人论坛