I have heard there are a lot of crooks in russia, but I am sure the majority are good people. PS: did you find the formula for gamma?
You are right, but I bet majority of people work with absolute values but are alert to the MINUS and PLUS sigsn when they put a trade on as their money is on the line.
If q is a continuous dividend yield, N'(x) the density function of the standardized Normal distribution, sigma the volty, S the spot, K the strike r risk free rate and T time to maturity Gamma=((exp(-q*T))*N'(d1))/((sigma*S*square root of T)) d1=(log(S/K)+(r-q+0,5*sigma*sigma)*(T))/(sigma*square root of T) N'(x)=(1/(square root of (2*3,14159))*(exp(-0,5*x*x))) gamma is the same for puts and calls. Cheers
It is true.. Russian honest and friendly people for all peoples. It is thery sad to hear....This opinion may be in you mind for a one reason..You TV and newspapers are not correctly told about as..Consider at least a sample to the war in OSETIA..In first time most Americans politics lied about situation..Russian people a well refers to American people...But your politics are followed only they personal goal... the formula ia simple..You can calculate the delta in this price and calculate delta to price+1...Find the difference and this is a gamma... From Russia with love
O! Thank you! I start to study you information..Sorry that so long did not answer.. From Russia with Love It is a great script!!! But tell me please how i can get a VB code for you function named VEGA...Thank you