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    DAM Annexures 1&2

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    Gagan Jain
    This document contains 13 important formulae related to statistics and finance. The formulae include calculations for standard deviation, weighted average variance, Black-Scholes option pricing, Greeks (measures of sensitivity of the option price), and other statistical concepts.

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    DAM Annexures 1&2

    Uploaded by

    Gagan Jain
    21 views2 pages
    This document contains 13 important formulae related to statistics and finance. The formulae include calculations for standard deviation, weighted average variance, Black-Scholes option pricing, Greeks (measures of sensitivity of the option price), and other statistical concepts.

    Original Description:

    Normal Distribution

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    This document contains 13 important formulae related to statistics and finance. The formulae include calculations for standard deviation, weighted average variance, Black-Scholes option pricing, Greeks (measures of sensitivity of the option price), and other statistical concepts.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    21 views2 pages

    DAM Annexures 1&2

    Uploaded by

    Gagan Jain
    This document contains 13 important formulae related to statistics and finance. The formulae include calculations for standard deviation, weighted average variance, Black-Scholes option pricing, Greeks (measures of sensitivity of the option price), and other statistical concepts.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    of 2

    Annexure 1: Normal Distribution Table

    97

    Annexure 2: Important Formulae


    1.

    s=

    2.
    3.
    4.

    n2 = n-12 + (1-) n-12

    5.

    n2 = VL + n-12 + n-12

    6.

    C = S0N(d1) Ke-rTN(d2)

    7.

    P = Ke-rTN(-d2) S0N(-d1)

    8.

    C = S0e-qtN(d1) Ke-rTN(d2)

    9.

    P = Ke-rTN(-d2) S0e-qtN(-d1)

    10.

    rKe-rTN(d2)

    11.

    + rKe-rTN(-d2)

    12.

    +qS0N(d1)e-qT rKe-rTN(d2)

    13.

    -qS0N(-d1)e-qT +rKe-rTN(-d2)

    98

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