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Calculate the following partial derivatives: d1/ S, and d2/ S Now, using 2) above calculate / S(SN(d1)). For the partial of N(d1), just use N'(d1).
Calculate the following partial derivatives: d1/ S, and d2/ S Now, using 2) above calculate / S(SN(d1)). For the partial of N(d1), just use N'(d1). Note that d1 is also a function of S so you will need to use the chain rule to complete that partial derivative. Calculate / S(-Ke-rTN(d2)). For the partial of N(d2), just use N'(d2). Note that d2 is also a function of S so you will need to use the chain rule to complete that partial derivative. Calculate the following partial derivatives: d1/ S, and d2/ S Now, using 2) above calculate / S(SN(d1)). For the partial of N(d1), just use N'(d1). Note that d1 is also a function of S so you will need to use the chain rule to complete that partial derivative. Calculate / S(-Ke-rTN(d2)). For the partial of N(d2), just use N'(d2). Note that d2 is also a function of S so you will need to use the chain rule to complete that partial derivative
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