Derivative of Delta with Respect to Theta?

Discussion in 'Options' started by deltahedge, Jan 13, 2011.

  1. abdibile

    abdibile

    Cool, thanks!
     
    #11     Feb 9, 2011
  2. Those are all closed-form solutions posted from QN, I believe. If you wanted to compute it quickly you could either do it numerically or use a symbolic engine (e.g. matlab) to back out a solution.
     
    #12     Feb 16, 2011
  3. karan

    karan

    #13     Feb 17, 2011