quantitative finance

In this article, we will delve into the concept of DELTA and derive its expressions for both Call and Put options using the Black Scholes options pricing formula. We will also provide proofs to support the derivations.

In this article, ALON SELA will explain how to derive the Gamma from the Black Scholes options pricing formula.

In this article, we will delve into the concept of Vega. We will derive its expressions for bout Call and Put options using the Black Scholes Options Pricing Formula. We wil