11 | Finance |
11.1 | Asset Price Dynamics |
11.2 | The Black-Scholes Model |
11.3 | The Binomial Pricing Model |
11.4 | Greeks |
11.4.1 | Delta |
11.4.2 | Delta of the Strike |
11.4.3 | Gamma |
11.4.4 | Vega |
11.4.5 | Eta |
11.4.6 | Theta |
11.4.7 | Rho |
11.5 | Implied Volatility |
11.6 | Conclusion |
Bibliography |