Deta——其它欧式期权 1.股指期权 △=eN(d, 2.外汇期权 e?N(4) △=eN(d1)-1 P 3.期货期权 △=eN(d △=eN(d,-1 P 股票远期 f=S-Ke-r(T-t) →△〓 Q)北华理 a9 Guanghua School of Management GreeksGreeks 7 Delta——其它欧式期权 1. 股指期权 2. 外汇期权 3. 期货期权 4. 股票远期 ( 1 ) qT c e N d −  = ( 1 ) 1 qT p e N d −  = − ( 1 ) f r T c e N d −  = ( 1 ) 1 f r T p e N d −  = − ( 1 ) rT c e N d −  = ( 1 ) 1 rT p e N d −  = − r T t ( ) f S Ke− − = −   = 1