Comments on: Black and Scholes - The Greeks Part III http://israelispeculator.com/blog/black-and-scholes-the-greeks-part-iii/ Fri, 30 Jul 2010 00:20:28 +0000 http://wordpress.org/?v=2.2 By: avenged at sevenfold http://israelispeculator.com/blog/black-and-scholes-the-greeks-part-iii/#comment-9767 avenged at sevenfold Thu, 28 Feb 2008 19:50:49 +0000 http://israelispeculator.com/blog/black-and-scholes-the-greeks-part-iii/#comment-9767 sevenfold skull avenged <a href="http://www.voy.com/215582" rel="nofollow">country avenged sevenfold</a> sevenfold skull avenged country avenged sevenfold

]]> By: Stephen http://israelispeculator.com/blog/black-and-scholes-the-greeks-part-iii/#comment-3295 Stephen Wed, 18 Jul 2007 12:47:30 +0000 http://israelispeculator.com/blog/black-and-scholes-the-greeks-part-iii/#comment-3295 Hi. Are you able to please provide the formula for THETA of a PUT OPTION please? i.e. the derivative of B-S function w.r.t. THETA (given as a function of the inputs). I have only found the formula for THETA of a CALL OPTION. Thanks, Stephen Hi. Are you able to please provide the formula for THETA of a PUT OPTION please? i.e. the derivative of B-S function w.r.t. THETA (given as a function of the inputs).

I have only found the formula for THETA of a CALL OPTION.

Thanks,
Stephen

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