The Greeks

Algebraic proofs of the derivations of the Greeks

The spreadsheet The Greeks.xls can be found here

The Greeks (videos)

The following e-lectures should run in your web browser if you are using Chrome or Firefox (Alt click the .mp4 link if not)

Definitions

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VBA functions

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Plotting graphs

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delta

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gamma

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vega

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theta

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rho

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lambda

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