Recent content by jdixon9876

At the start of the thread, it was mentioned that the put delta is equal to: delta(put) = exp(-rf*Time) * pnorm(d1v) - 1 However when you rearrange and take the inverse CDF of (delta+1/EXP-fT) this number delta+1/EXP-fT is greater than one in some cases which is impossible as its meant to...