The Black and Scholes Option Pricing Model II
历年来最诡异的google doodle
Oct
26
The Black and Scholes Option Pricing Model III 
Delta is a measure of the sensitivity the calculated option value has to small changes in the share price.
Gamma is a measure of the calculated delta's sensitivity to small changes in share price.
Theta measures the calculated option value's sensitivity to small changes in time till maturity.
Vega measures the calculated option value's sensitivity to small changes in volatility.
Rho measures the calculated option value’s sensitivity to risk-free interest rate.
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