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INSTRUCTIONS

Zoom in on the option prizing model:

• Value call A
• Value call B
• Value put
• Delta call A
• Delta call B
• Delta put
• Gamma A
• Gamma B
• Gamma portfolio A
• Gamma portfolio B
• Vega A
• Vega B
• Theta A
• Theta B
• Theta put
• Rho call A
• Rho call B
• Rho put
• Charm call
• Ultra
• DVolDDelta A
• DVolDDelta B
• DVolDGamma

Black-Scholes to the people!

• Jump minus BS A
• Jump minus BS B

More about the Nobel Prize

See also

Why We Have Never Used the Black-Scholes-Merton Formula

Exotic options:

• BS minus Asian
• Delta first-then A
• Delta first-then B
• Gamma first-then A
• Gamma first-then B
• Mad Max option A
• Mad Max option B

Michelancelous

• Finite-difference

Option Art!

• Mirror Gamma
• VegaTheta
• VegaGamma

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