### Deriving the first partial derivatives of the Black-Scholes call price equation

Material presented here will be used to discuss hedging strategies to simultaneously hedge an options portfolio against various exposures.

The call option price:

The partial derivatives of d1 and d2:

Partial differentiating c with respect to each variable:

And we're done for today. Easy, no?

The call option price:

The partial derivatives of d1 and d2:

Partial differentiating c with respect to each variable:

And we're done for today. Easy, no?

Labels: applied mathematics, finance, mathematics

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