Abstract
Option Δ To find an expression for the option’s delta I differentiate the equity value (11) with respect to the asset value
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
Copyright information
© 2016 Springer Fachmedien Wiesbaden
About this chapter
Cite this chapter
Ernstberger, P. (2016). Appendix. In: Crisis, Debt, and Default. Springer Gabler, Wiesbaden. https://doi.org/10.1007/978-3-658-13231-6_15
Download citation
DOI: https://doi.org/10.1007/978-3-658-13231-6_15
Published:
Publisher Name: Springer Gabler, Wiesbaden
Print ISBN: 978-3-658-13230-9
Online ISBN: 978-3-658-13231-6
eBook Packages: Economics and FinanceEconomics and Finance (R0)