- This topic has 3 replies, 2 voices, and was last updated 10 years ago by
.
Viewing 4 posts - 1 through 4 (of 4 total)
-
Posts
-
John,
Do we need to interpolate (in case of 3 or 4 decimal places) to calculate an exact amount for d1 & d2 in black scholes?
In most of the answers given in approved revision kits, it seems to be a normal practice and seems to be required. I was wondering if i take only 2 decimal places and go with the distribution table i might not score full.
The approved revision kits do it because their answers are simply copied from the examiners own answers, and he does it 🙂
If you have the time, then do interpolate.
However I myself would not bother in the exam – you will not lose marks (unless maybe you were otherwise getting 100% – then they might subtract a mark 🙂 )
Viewing 4 posts - 1 through 4 (of 4 total)
- You must be logged in to reply to this topic.