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Black-Scholes

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Flashcards on Black-Scholes, created by spgiusti on 11/02/2015.
spgiusti
Flashcards by spgiusti, updated more than 1 year ago
spgiusti
Created by spgiusti over 9 years ago
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Question Answer
d1 for Black-Scholes
Image: d721f4fd-7bd3-4930-822f-7f2f56998039 (image/jpg)
B-S Formula for Stock, Call
Image: 62b270af-79cf-4f82-85e3-f21f85140216 (image/jpg)
B-S Formula for Stock, Put
Image: 274aa798-2488-439b-95fb-1716c46aa1e0 (image/jpg)
Delta for a call
Image: 8ce4f1b0-c43e-4b16-bf2b-871a0a271fd4 (image/jpg)
Delta for a put
Image: e91b3cbe-f460-4113-aeba-fcb901ab727d (image/jpg)
Relationship between Delta (call) and Delta (put)
Image: 350e5e6c-fb39-4da8-966a-abb3cb3e2320 (image/jpg)
Gamma
Image: e4122ea0-3d55-4053-a16c-1146ec632d2c (image/jpg)
Theta
Image: b3c612cd-703e-4c45-b154-5ae802a8df0d (image/jpg)
Vega
Image: ec33f09b-a6c0-4649-b546-70d203163e1e (image/jpg)
Rho
Image: ba214e05-6c1e-4dec-ae86-b6146d3b8adc (image/jpg)
Psi
Image: be0b5dd0-dc2a-4985-91d4-c87b7845f82e (image/jpg)
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