The Delta of a Call Option

Описание к видео The Delta of a Call Option

We compute the delta of a call option using the Black-Scholes formula. We need to use the cumulative distribution of a standard normal random variable in our answer.

#mikedabkowski, #mikethemathematician, #profdabkowski, #mathfinance

Комментарии

Информация по комментариям в разработке