Find the partial differential equation satisfied by , the sensitivity of the option value to the interest

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Find the partial differential equation satisfied by ρ, the sensitivity of the option value to the interest rate.

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Introduces Quantitative Finance

ISBN: 978-0470319581

2nd edition

Authors: Paul Wilmott

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Question Posted: Sep 23, 2020 05:56 AM

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Find the partial differential equation satisfied by , the sensitivity of the option value to the interest

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dy dx b a and x y independent usually x to transform the PDE into an ODE dx ds a dy d...View the full answer

Introduces Quantitative Finance

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