Delta_c: Delta (Call Greek)
In m4fe: Models for Financial Economics
Description
Usage
Arguments
Examples
Description
A partial derivative of the Black-Scholes Equation: dc/dS (with respect to the stock price)
Usage
1
Arguments
S
The Stock Price
K
The Strike Price
sigma
The volatility
r
The continuously compounded risk-tree interest rate
delta
The annualized dividend rate
t
The expiration date
Examples
1
m4fe documentation built on May 29, 2017, 9:40 p.m.
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Description Usage Arguments Examples
Description
A partial derivative of the Black-Scholes Equation: dc/dS (with respect to the stock price)
Usage
1 |
Arguments
S |
The Stock Price |
K |
The Strike Price |
sigma |
The volatility |
r |
The continuously compounded risk-tree interest rate |
delta |
The annualized dividend rate |
t |
The expiration date |
Examples
1 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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