Recent content by Maziad A

  1. M

    Question about financial options?

    A structure for one period, trading at 100 and has two scenarios: S≤100=100 S>100= 100+Max(S-100,20) market data are: intrest is 7%, one year call option price 100 and trading for 8 one year call option with price 120 and trading for 2 How much profit this structure can make replicate the...
  2. M

    How to replicate the structure of a financial structure?

    A structure for one period, trading at 100 and has two scenarios: S≤100=100 S>100= 100+Max(S-100,20) market data are: intrest is 7%, one year call option price 100 and trading for 8 one year call option with price 120 and trading for 2 How much profit this structure can make replicate the...
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