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To: pater tenebrarum who wrote (108229)6/12/2001 11:53:11 AM
From: Haim R. Branisteanu  Read Replies (1) | Respond to of 436258
 
Need help in pricing currency options more specifically Euro's.

Need Volatility (each site I visit has a different % from 9 to 11 %)
Interest rate 4% or 3.5% (dollar cost of funds)
Divident ? 3.5% or 4% or 4.5% (Euro interest rate)

Please forward info with a link (the CME site I already visited)

Thanks
Haim