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Published 20 hours ago • verified publisher icon daleroberts
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Black Scholes formula and greeks

The Black-Scholes model

Implementation in R of the Black Scholes formula and some greeks.

Value of a call option

value

Delta of a call option

delta

Gamma of a call option

gamma

Rho of a call option

rho

Vega of a call option

vega

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Metadata

Black Scholes formula and greeks

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