With the Black-Scholes option pricer and the input variables you used to validate your pricer, set...

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With the Black-Scholes option pricer and the input variables you used to validate your pricer, set S = 105 and then calculate the greeks for the call option in the validation example using the centered finite-difference approach and a = 1% shift for each variable (e.g., for the underlying S. dS = 1.05.). Show your work; e.g. the variables and variable changes in your finite-difference approximation to the derivatives. Also, since is typically calculated as the change in option value for a 1 trading-day decrease in the time to expiration in a 252 trading-day year, let's use this for 0. With the Black-Scholes option pricer and the input variables you used to validate your pricer, set S = 105 and then calculate the greeks for the call option in the validation example using the centered finite-difference approach and a = 1% shift for each variable (e.g., for the underlying S. dS = 1.05.). Show your work; e.g. the variables and variable changes in your finite-difference approximation to the derivatives. Also, since is typically calculated as the change in option value for a 1 trading-day decrease in the time to expiration in a 252 trading-day year, let's use this for 0. With the Black-Scholes option pricer and the input variables you used to validate your pricer, set S = 105 and then calculate the greeks for the call option in the validation example using the centered finite-difference approach and a = 1% shift for each variable (e.g., for the underlying S. dS = 1.05.). Show your work; e.g. the variables and variable changes in your finite-difference approximation to the derivatives. Also, since is typically calculated as the change in option value for a 1 trading-day decrease in the time to expiration in a 252 trading-day year, let's use this for 0. With the Black-Scholes option pricer and the input variables you used to validate your pricer, set S = 105 and then calculate the greeks for the call option in the validation example using the centered finite-difference approach and a = 1% shift for each variable (e.g., for the underlying S. dS = 1.05.). Show your work; e.g. the variables and variable changes in your finite-difference approximation to the derivatives. Also, since is typically calculated as the change in option value for a 1 trading-day decrease in the time to expiration in a 252 trading-day year, let's use this for 0.