Pages

Friday, October 31, 2014

FORMULA ADDITION

Illustrating Black - Scholes Formula, we have N(d1) and N(d2), to calculate d1 and d2, we have formula

$d1=\frac{ln(\frac{S}{E})+(r+\frac{1}{2}VAR(x))t}{\sqrt{VAR(x)t}}$
$d2=d1-\sqrt{VAR(x)t}$

Posted by at

No comments:

Post a Comment

Subscribe to: Post Comments (Atom)