# Tag Info

Look here for a detailed derivation of the formula for $\Delta$ (be aware that this particular website uses $r_d$ to denote the risk-free rate and $r_f$ to denote the dividend yield). You can always ask for more specific help regarding a particular step in the derivation. It is easy to see that $\mathbb{Q}[\{S_T\geq K\}]= \Phi(d_2)$. Just replace \$S_T=S_0\...