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#1 Re: Help Me ! » Black-scholes equation » 2008-12-07 03:52:02

Sorry, I didn't... :-(

This assigment was really trickier than before... Good luck!

#2 Re: Help Me ! » Black-scholes equation » 2008-12-06 05:14:12

Bad luck... Nobody seems to know that computation...

Hope I'll get an answer before tomorrow, it's my deadline and I didn't get anything alone!

Bye,

#3 Help Me ! » Black-scholes equation » 2008-12-04 02:01:58

finance_overall
Replies: 3

Hi,

I got a problem with one equation using Black-scholes. I need to find:

K*exp(-rT)N'(d2)=SN'(d1)

Where N'() is the first derivative of N() and d1 and d2 are the usual value of this model.

I need that equality to prove the delta formula afterward...

How to start to find this equality? Do I need to differenciate the call equation? If yes with respect to which variable? (for the delta I'll differenciate with respect to S)

If somebody know even a bit of how to do that, please tell me!!!

Thanks,

Val

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