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Level II12 min

BSM Greeks: Partial Derivatives

The mathematical foundation of the Greeks — partial derivatives of the BSM formula.

DerivativesGreeks

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CFA Curriculum

1Black-Scholes-Merton: IntroductionFree 2Black-Scholes-Merton: A Brief HistoryFree 3Introduction to Delta HedgingFree 4Call Option Formula 5Put Option Formula 6BSM Greeks: Delta IntroductionFree 7BSM Greeks: Partial Derivatives 8Equity Method: Investment AccountFree 9Equity Method: Goodwill 10Equity Method: Amortization Considerations