Fight Finance

Courses  Tags  Random  All  Recent  Scores

Scores
keithphw$6,001.61
cuiting1$1,844.70
Jade$1,795.80
Yuan$1,726.43
Emma Lu$1,683.33
Visitor$1,663.33
Carolll$1,642.43
Zin$1,629.43
zy$1,589.70
Visitor$1,555.80
Visitor$1,508.61
Visitor$1,428.33
Visitor$1,363.33
cuiting$1,299.70
Visitor$1,253.33
Visitor$1,251.28
Visitor$1,213.33
Tijo$1,089.43
mm11$1,050.33
Nisrita$1,050.33
 

Question 794  option, Black-Scholes-Merton option pricing, option delta, no explanation

Which of the following quantities from the Black-Scholes-Merton option pricing formula gives the Delta of a European call option?


Where:

###d_1=\dfrac{\ln⁡[S_0/K]+(r+\sigma^2/2).T)}{\sigma.\sqrt{T}}### ###d_2=d_1-\sigma.\sqrt{T}=\dfrac{\ln⁡[S_0/K]+(r-\sigma^2/2).T)}{\sigma.\sqrt{T}}###

Question 795  option, Black-Scholes-Merton option pricing, option delta, no explanation

Which of the following quantities from the Black-Scholes-Merton option pricing formula gives the Delta of a European put option?



Question 796  option, Black-Scholes-Merton option pricing, option delta, no explanation

Which of the following quantities from the Black-Scholes-Merton option pricing formula gives the risk-neutral probability that a European call option will be exercised?



Question 797  option, Black-Scholes-Merton option pricing, option delta, no explanation

Which of the following quantities from the Black-Scholes-Merton option pricing formula gives the risk-neutral probability that a European put option will be exercised?




Copyright © 2014 Keith Woodward