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    Advait Bopardikar
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    For Put use –d1 and –d2 or PCP D1=Delta call D2= Delta Put For put, you calculate amount you lend (deposit) Not borrow Delta x S = X Amount you deposit-X= price of put You can Value a Start up Option Using Black Scholes(S=Mv of assets) By: Advait Bopardikar

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    For Put use –d1 and –d2 or PCP D1=Delta call D2= Delta Put For put, you calculate amount you lend (deposit) Not borrow Delta x S = X Amount you deposit-X= price of put You can Value a Start up Option Using Black Scholes(S=Mv of assets) By: Advait Bopardikar

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    43 views3 pages

    Finance Final Notes

    Uploaded by

    Advait Bopardikar
    For Put use –d1 and –d2 or PCP D1=Delta call D2= Delta Put For put, you calculate amount you lend (deposit) Not borrow Delta x S = X Amount you deposit-X= price of put You can Value a Start up Option Using Black Scholes(S=Mv of assets) By: Advait Bopardikar

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 3

    For Put use d1 and d2 or PCP

    D1=Delta call D2= Delta Put

    For put, you calculate amount you lend (deposit) Not borrow Delta x S = X Amount you deposit-X= price of put

    You can Value a Start up Option Using Black Scholes(S=Mv of assets)

    By: Advait Bopardikar

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