third development version 0.0.0.9002

grfiv · Feb 3, 2016 · 50c0292 · 50c0292
1 parent 80803fe
commit 50c0292
Show file tree

Hide file tree

Showing 2 changed files with 3 additions and 2 deletions.
diff --git a/Wiki_images/DeltaThetaGamma.png b/Wiki_images/DeltaThetaGamma.png
diff --git a/vignettes/black-scholes-merton.Rmd b/vignettes/black-scholes-merton.Rmd
@@ -40,8 +40,9 @@ writeLines(paste0("c = ", round(ans_c,2), ", p = ", round(ans_p,2)))
 -------------------------------------------------------------------------------
 
 # Greeks   
-### Relationship between Delta, Theta and Gamma
-![](../Wiki_images/DeltaThetaGamma.png)
+## Relationship between Delta, Theta and Gamma
+
+# $\Theta + rS\Delta + \frac{1}{2} \sigma^2 S^2 \Gamma = r \Pi$
 
 * ## **DeltaCall** Change in call-option price given change in asset price
 ```{r deltacall}