Wikimedia Commons

File:BlackScholes-Delta ttm.png

Original file ‎(1,024 × 768 pixels, file size: 7 KB, MIME type: image/png)

Captions

Captions

Add a one-line explanation of what this file represents

Summary

edit
Description
Deutsch: Der verlauf des Delta eines Calls nach Black Scholes mit der Zeit; jeweils im, am uns aus dem Geld
Date 28 June 2005 (original upload date)
Source

selbst erstellt mit GNU R. R-Quelltext: bsDelta <-function (flag="c",S,t=0,T=1,K=100,sigma=0.20,r=0.03) { d1=1/(sigma*sqrt(T-t))*(log(S/K)+(r+sigma^2/2)*(T-t)) d2=d1-sigma*sqrt(T-t) if (flag=="c") { return(pnorm(d1)) } else if(flag=="p") { return(-pnorm(-d1)) } } cols=rainbow(3) t=seq(from=0,to=5,length=500) png(filename = "BlackScholes-Delta_ttm.png", width=1024, height=768, pointsize = 12)

par(bg="lightgrey", oma = c(0,0,2,0)) plot(t,bsDelta(flag="c",S=80,t=0,T=t),type="n",ylim=c(0,1),xlab="time to maturity",ylab="Delta des Calls") lines(t,bsDelta(flag="c",S=80,t=0,T=t),type="l",lwd=3,col=cols[1]) lines(t,bsDelta(flag="c",S=100,t=0,T=t),type="l",lwd=3,col=cols[2]) lines(t,bsDelta(flag="c",S=120,t=0,T=t),type="l",lwd=3,col=cols[3]) legend(x=3.8,y=0.12,legend=c("aus dem Geld","am Geld","im Geld"),col=cols,lwd=3) title(main="Call")

title(main="Das Delta nach Black Scholes", cex.main=2, outer=TRUE)

dev.off()
Author Thomas Steiner

Licensing

edit
Thire at the German-language Wikipedia, the copyright holder of this work, hereby publishes it under the following license:
GNU head Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.2 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts. A copy of the license is included in the section entitled GNU Free Documentation License.
w:en:Creative Commons
attribution share alike 		This file is licensed under the Creative Commons Attribution-Share Alike 3.0 Unported license.
Attribution: Thire
You are free:
  • to share – to copy, distribute and transmit the work
  • to remix – to adapt the work
Under the following conditions:
  • attribution – You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use.
  • share alike – If you remix, transform, or build upon the material, you must distribute your contributions under the same or compatible license as the original.
This licensing tag was added to this file as part of the GFDL licensing update.

Original upload log

edit

Transferred from de.wikipedia to Commons by Wdwdbot using CommonsHelper.

The original description page was here. All following user names refer to de.wikipedia.
  • 2005-06-28 07:12 Thire 1024×768× (7072 bytes) *Beschreibung: Der verlauf des Delta eines Calls nach Black Scholes mit der Zeit; jeweils im, am uns aus dem Geld *Quelle: selbst erstellt mit [[GNU R]]. *Fotograf oder Zeichner: [[Benutzer:Thire|Thomas Steiner]] {{Bild-GFDL}} R-Quelltext: bsDelta <-fu

File history

Click on a date/time to view the file as it appeared at that time.

Date/TimeThumbnailDimensionsUserComment
current03:37, 12 January 2013Thumbnail for version as of 03:37, 12 January 20131,024 × 768 (7 KB)File Upload Bot (Magnus Manske) (talk | contribs)Transfered from de.wikipedia by User:wdwdbot using CommonsHelper

You cannot overwrite this file.

There are no pages that use this file.

File usage on other wikis

The following other wikis use this file:

Retrieved from "https://commons.wikimedia.org/w/index.php?title=File:BlackScholes-Delta_ttm.png&oldid=825057290"