AnthonyTedde/StockPriceSimulator
Stock Price Simulator

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bsm_delta: The delta in the Black-Scholes-Merton corresponds to the...

bsm_delta: The delta in the Black-Scholes-Merton corresponds to the...
In AnthonyTedde/StockPriceSimulator: Stock Price Simulator

Description Usage Arguments

Description

Delta

Usage

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bsm_delta(initial_stock_price = 50, time_to_maturity = 4, seed = 1,
  scale = 100, sigma = 1, alpha = 0, strike = initial_stock_price,
  riskless_rate = 0.03)

Arguments

strike

Strike price defined for the stock option

riskless_rate

Riskless rate


AnthonyTedde/StockPriceSimulator documentation built on May 17, 2019, 5:39 p.m.

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