rate and volatility) taken from the data given to you, evaluate how the binomial lattice method approximates Black-Scholes as the step time δt is decreased. Plot a graph of the absolute difference between the two methods as a function of δt. Consider pricing an option using a binomial la...
Graph for Tracking Difference Note: The underlying index is FTSE Chinese Government Bond Index. Fund performance is calculated in RMB on NAV to NAV total return basis with dividend reinvested (if any). Past performance is not indicative of future performance. Performance of underlying index is calc...
Graph for Tracking Difference Note: The underlying index is FTSE Asia Pacific Low Carbon Select Index. Fund performance is calculated in USD on NAV to NAV total return basis with dividend reinvested (if any). Past performance is not indicative of future performance. ...