Description Usage Arguments Examples
A partial derivative of the Black-SCholes Equation: dc/ddelta (with respect to the dividend rate)
1 |
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 |
1 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.