Impressum | |
7 | Black-Scholes Option Pricing Model |
7.1 | Black-Scholes Differential Equation |
7.2 | Black-Scholes Formulae for European Options |
7.3 | Risk Management and Hedging |
7.3.1 | Delta Hedging |
7.3.2 | Gamma and Theta |
7.3.3 | Rho and Vega |
7.3.4 | Historical and Implied Volatility |
7.4 | Recommended Literature |