The Delta of a Call Option

We compute the delta of a call option using the Black-Scholes formula. We need to use the cumulative distribution of a standard normal random variable in our answer.

#mikedabkowski, #mikethemathematician, #profdabkowski, #mathfinance

[pedrodelgado]

Thanks Mike, This explanation was very clear for me.

[J-B-Free]

I was with you all the way through “Hello students…“ 😅

[kollias-liapisspyridon]

dude, you don't explain the most important bit in this proof which is why a term is vanishing at 5:58. It requires a proper proof. If you want to call this thing a proof you need to add that too. Cheers.

[jdukay]

Aside from the math, what amazes me the most is rhay you're writing mirrorred. And naturally. Damn