You are not logged in.
Pages: 1
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
Offline
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,
Offline
Hi,
I just wanted to know if you finally found the answers to your questions?? Because I have the same for tomorrow :-) but I also can not figure it out...
Thanks a lot
Sorry, I didn't... :-(
This assigment was really trickier than before... Good luck!
Offline
Pages: 1