I am not familiar with black-Sholes equation
In mathematical finance, the Black–Scholes equation is a partial differential equation (PDE) governing the price evolution of a European call or European put under the Black–Scholes model. Broadly speaking, the term may refer to a similar PDE that can be derived for a variety of options, or more generally, derivatives. For a European call or put on an underlying stock paying no dividends, the equation is: ∂V/∂t+1/2σ²S²∂²V/∂S²+rS∂V/∂S-rV=0 where V is the price of the option as a function of stock price S and time t, r is the risk-free interest rate, and σ is the volatility of the stock.
Without resorting to looking up Black-Scholes Equation, which I am unfamiliar with, I emphatically agree.
Yes although I don't understand most of these...
Posted by glennlabIn case there was ever any doubt
Posted by KilltheskyfairyStill more bear…
Posted by KilltheskyfairyStill more bear…
Posted by KilltheskyfairyStill more bear…
Posted by KilltheskyfairyStill more bear…
Posted by KilltheskyfairyStill more bear…
Posted by KilltheskyfairyStill more bear…
Posted by KilltheskyfairyStill more bear…
Posted by KilltheskyfairyStill more bear…
Posted by KilltheskyfairyI don’t understand why it hasn’t happened…
Posted by KilltheskyfairyI don’t understand why it hasn’t happened…
Posted by KilltheskyfairyI don’t understand why it hasn’t happened…
Posted by KilltheskyfairyI don’t understand why it hasn’t happened…
Posted by KilltheskyfairyI don’t understand why it hasn’t happened…
Posted by KilltheskyfairyA few things that people (fellas) seem to not understand about the bear vs man thing: The scenario is, a woman is walking through the woods hiking alone.
Posted by KilltheskyfairyA few things that people (fellas) seem to not understand about the bear vs man thing: The scenario is, a woman is walking through the woods hiking alone.