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- Fri Jun 24, 2011 9:29 am
- Forum: Econometric Discussions
- Topic: The Greeks of Black and Scholes
- Replies: 0
- Views: 1744
The Greeks of Black and Scholes
Hi Everyone, For my thesis I am trying to evaluate some stock data. I implemented the Black and Scholes model, which works fine, but nog I want to get to the "Greeks" better known as the first order partial derivatives of the variables used in the B&S model. However I can't seem to get...