Delta, Shares of stock bought to replicate a portfolio

Money lent/borrowed to replicate portfolio

Value of a Portfolio

Signs on Delta and B, Put and Call

Risk-neutral probability

Value of Portfolio, risk-neutral

Initial Stock Price, risk-neutral

Realistic Probability

Value of portfolio,
Realistic probability

Initial Stock Price,
Realistic Probability

Relationship between gamma, alpha, delta
Realistic probability

U, D for Standard Binomial Tree

U, D, for Cox-Ross-Rubenstein

U, D for Lognormal Tree
(Jarrow-Rudd Tree)

No-Arbitrage Condition,
Binomial Model

Option on currencies,
variable changes

Risk-neutral probability for Futures Contracts

Money Lent/Borrowed on Futures Contracts

Q(u)

Q(d)

Q(u) + Q(d)

Stocks purchased/sold, Utility

Portfolio Value, Utility

Risk-neutral probability, utility