Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with binary
Search options answers only
not deleted
user 8153
2
votes
Is the delta of a binary option the same as the delta for a regular European option?
Hence,
$$C_{\text{binary}}(S,K) = \lim_{\epsilon \to 0}\frac{C(S, K - \epsilon) - C(S,K)}{\epsilon} = \frac{\partial C}{\partial K}(S,K),$$
and we see the distinction between the delta of the binary … and vanilla call options:
$$\Delta_{\text{binary}} = \frac{\partial C_{\text{binary}}}{\partial S} = \frac{\partial^2 C}{\partial S \partial K} \neq \frac{\partial C}{ \partial S}= \Delta$$ …
- 3,730