- Accueil
- Home
- Training Catalog-2023
- Training courses
- MISSION EXAMPLES
- CONTACT
- Blog
- Stochastic Models and Processes
- Quant Interview Questions
- Behavorial finance
- Corporate finance
- Trading
- Statistics
- Statistiques
- Mathematical Principles and Quantitative Finance
- Processus et Modèles Stochastiques
- Finance Comportementale
- Questions d'entretien en Finance Quantitative
- Pricing et Valorisation d'instruments financiers
- Market Finance
- Pricing and Valuing Financial Instruments
- Pricing des Risques
- Risk Pricing
- Principes mathématiques et applications en finance
- Functioning of derivatives
- Fonctionnement de Produits dérivés
- Machine Learning
- Gestion d'actifs
- Quizzes
- Webinars
- The Layman’s Quant Lexicon
Stochastic Models and Processes · 13. novembre 2023
In the Black-Scholes formula, Δ is the option delta, showing the price change of a call option for a $1 change in the stock price. Δ equals N(d1), where N is the cumulative normal distribution function, and d1 factors in the stock price, strike price, time to expiration, risk-free rate, and volatility.
#OptionsTrading #Delta #BlackScholesModel