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Unformatted text preview: Asset price ( S ) Asset price ( S ) Asset price ( S ) Strike price ( X ) Strike price ( X ) Time to maturity ( T ) Time to maturity ( T ) Risk-free rate ( r ) Risk-free rate ( r ) Cost of carry ( b ) Cost of carry ( b ) Volatility ( ) Volatility ( ) Delta Delta Elasticity Elasticity Gamma Gamma Theta Theta Rho Rho...
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This note was uploaded on 03/10/2008 for the course FINC 782 taught by Professor Mcnew during the Spring '08 term at Tulane.
- Spring '08