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Answers for “如何应用布莱克-斯科尔斯-默顿公式为特定参数集计算 d_1 和 d_2?”

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To compute d1d_1 and d2d_2, first convert the time to maturity into years. Then substitute the given parameters into the formula for d1d_1: d1=ln⁡(S0/X)+(r+σ2/2)TσTd_1 = \frac{\ln(S_0/X) + (r + \sigma^2/2)T}{\sigma\sqrt{T}}.

Conditions: The parameters are S0=60S_0=60, X=65X=65, r=11%r=11\%, σ=45%\sigma=45\%, and maturity is 4 months.; Time TT must be expressed in years, so T=4/12T = 4/12.; Values of d1d_1 and d2d_2 must be rounded to the nearest hundredth before table lookup.