From 53a178bd33d647e08580c815a95b66c0eaabfff4 Mon Sep 17 00:00:00 2001 From: BartolomeD Date: Sat, 5 Sep 2020 13:27:11 -0500 Subject: [PATCH] Update README.md --- README.md | 10 ---------- 1 file changed, 10 deletions(-) diff --git a/README.md b/README.md index 2b779ea..5d3117b 100644 --- a/README.md +++ b/README.md @@ -176,16 +176,6 @@ An important concept of Black Scholes models is that the actual way that the und The generalized Black Scholes formula can found below (see Figure 1). While these formulas may look complicated at first glance, most of the terms can be found as part of an options contract or are prices readily available in the market. The only term that is difficult to calculate is the implied volatility (σ). Implied volatility is typically calculated using prices of other options that have recently been traded. - - *Call Price*