# Tag Info

When you look at the Black Scholes formula it seems straightforward: The price of an option is $$\mathrm C(\mathrm S,\mathrm t)= \mathrm N(\mathrm d_1)\mathrm S - \mathrm N(\mathrm d_2) \mathrm K \mathrm e^{-rt} \label{eq:1}$$ Your Delta is \mathrm \Delta(\mathrm S,\mathrm t)= \mathrm N(\mathrm d_1) \label{...