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What specific interest rate should you put into the Black-Scholes formula? What additional information about the option, its underlying, and its traders might make you use a different value for r? (The most important part of the answer is how specific it is and why you chose that rate over any other)
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Financial Analyst Intern

Interviewed at Haitong International Securities Group

3.5
Apr 6, 2022

What specific interest rate should you put into the Black-Scholes formula? What additional information about the option, its underlying, and its traders might make you use a different value for r? (The most important part of the answer is how specific it is and why you chose that rate over any other)

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