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Sorry, I didn't... :-(
This assigment was really trickier than before... Good luck!
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,
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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