Your Cart
Loading
Only -1 left

4.3g Derivative instruments - the mathematics of Black Scholes - Black Scholes in practice

On Sale
£3.50
Pay what you want: (minimum £3.50)
£
Added to cart

This paper covers:


  • A detailed delta-hedging demonstration
  • A practical hedging portfolio in continuous time
  • Further analysis of call hedging
  • Black Scholes limitations
  • Implied volatility


This paper has 10 pages and the Excel has 1 sheet

You will get the following files:
  • PDF (568KB)
  • XLSM (148KB)

Customer Reviews

There are no reviews yet.