Black-Scholes differential equation, ie formula (21.11) in the book For convenience, here it is: 4+.5osCss + ir - 8)SC - rc = 0 where the subscripts indicate differentiation; for example Ct is the derivative of the call price wrt time Assumptions: 8 0.28 0.01 0.05 21.00 (yes; 1% dividends; you can do it!) r Complete the table: delta gamma theta St (share price) C (call price) 0.5628 0.0499 0.5614 0.0519 0.5599 0.5583 0.0543 0.0570 0.0603 0.0643 0.5567 0.5549 20.0000 20.1000 20.2000 20.3000 20.4000 20.5000 20.6000 20.7000 20.8000 20.9000 21.0000 21.1000 (1.8185) (1.9026) (1.9980) (2.1076) (2.2357) (2.3885) (2.5759) (2.8141) (3.1326) (3.5934) (4.3556) (6.0481) 0.5532 0.0692 0.5514 0.5496 0.5481 0.0755 0.0842 0.0969 0.1182 0.1664 0.5474 0.5505 Black-Scholes differential equation, ie formula (21.11) in the book For convenience, here it is: 4+.5osCss + ir - 8)SC - rc = 0 where the subscripts indicate differentiation; for example Ct is the derivative of the call price wrt time Assumptions: 8 0.28 0.01 0.05 21.00 (yes; 1% dividends; you can do it!) r Complete the table: delta gamma theta St (share price) C (call price) 0.5628 0.0499 0.5614 0.0519 0.5599 0.5583 0.0543 0.0570 0.0603 0.0643 0.5567 0.5549 20.0000 20.1000 20.2000 20.3000 20.4000 20.5000 20.6000 20.7000 20.8000 20.9000 21.0000 21.1000 (1.8185) (1.9026) (1.9980) (2.1076) (2.2357) (2.3885) (2.5759) (2.8141) (3.1326) (3.5934) (4.3556) (6.0481) 0.5532 0.0692 0.5514 0.5496 0.5481 0.0755 0.0842 0.0969 0.1182 0.1664 0.5474 0.5505