beregn prisen paa en obligation.

Hej,

Jeg sidder fast i en opgave som omhandler hvordan man beregner prisen paa en obligation.

As analyst you should provide your chef with a detailed binomial tree on the
following spot rate evolution (ACB/ABB) which has currently a value of 50.
The spot rate can either increase or decrease by 10 %. Please show the
evolution for at least two points in time (four different outcomes at t=2).
1+r=4%, 1+r*= 1.96 %.
 

a) Determine the price of an American put option at t=0. The strike lies at
52.
b) Determine the according value of the European put.

c) Determine the current price of a Eureopean call with strike 50.

Jeg har studset lidt over opgaven og kan stadig ikke komme frem til et fornuftigt resultat. kan det passe at man skal benytte black scholes modellen for at komme frem til prisen? Hvis ja, hvordan skal man helt praecis forstaa formlen?

Haaber der er en venlig sjael derud som har en bedre forstaaelse end jeg har :)