Abstract
In this chapter, we introduce the definitions of Greek letters. We also provide the derivations of Greek letters for call and put options on both dividends-paying stock and non-dividends stock. Then we discuss some applications of Greek letters. Finally, we show the relationship between Greek letters, with one of the examples from the Black– Scholes partial differential equation.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
