Merge branch 'master' into gh-pages

Author: mhjensen

doc/Projects/2020/Project5/BlackScholes/html/._BlackScholes-bs000.html

@@ -339,7 +339,7 @@ <h3 id="___sec4" class="anchor">5b: Create solver(s) for the 1D diffusion equati
 given by
 $$
 \begin{equation}
-    PV(E) = Ee^{-rt},
+    PV(E) = Ee^{-r(T - t)},
 \tag{6}
 \end{equation}
 $$
@@ -359,7 +359,7 @@ <h3 id="___sec4" class="anchor">5b: Create solver(s) for the 1D diffusion equati
 and \( d_2 \),
 $$
 \begin{equation}
-    d_2 = d_1 - \sigma \sqrt{t},
+    d_2 = d_1 - \sigma \sqrt{T - t},
 \tag{8}
 \end{equation}
 $$

doc/Projects/2020/Project5/BlackScholes/html/BlackScholes-bs.html

@@ -339,7 +339,7 @@ <h3 id="___sec4" class="anchor">5b: Create solver(s) for the 1D diffusion equati
 given by
 $$
 \begin{equation}
-    PV(E) = Ee^{-rt},
+    PV(E) = Ee^{-r(T - t)},
 \tag{6}
 \end{equation}
 $$
@@ -359,7 +359,7 @@ <h3 id="___sec4" class="anchor">5b: Create solver(s) for the 1D diffusion equati
 and \( d_2 \),
 $$
 \begin{equation}
-    d_2 = d_1 - \sigma \sqrt{t},
+    d_2 = d_1 - \sigma \sqrt{T - t},
 \tag{8}
 \end{equation}
 $$

doc/Projects/2020/Project5/BlackScholes/html/BlackScholes.html

@@ -297,7 +297,7 @@ <h3 id="___sec4">5b: Create solver(s) for the 1D diffusion equation. </h3>
 given by
 $$
 \begin{equation}
-    PV(E) = Ee^{-rt},
+    PV(E) = Ee^{-r(T - t)},
 \label{_auto6}
 \end{equation}
 $$
@@ -317,7 +317,7 @@ <h3 id="___sec4">5b: Create solver(s) for the 1D diffusion equation. </h3>
 and \( d_2 \),
 $$
 \begin{equation}
-    d_2 = d_1 - \sigma \sqrt{t},
+    d_2 = d_1 - \sigma \sqrt{T - t},
 \label{_auto8}
 \end{equation}
 $$

doc/Projects/2020/Project5/BlackScholes/ipynb/ipynb-BlackScholes-src.tar.gz

@@ -277,7 +277,7 @@ \subsection{Solving the Black-Scholes Equation Numerically}
 where the present value of the exercise price is
 given by
 \begin{equation}
-    PV(E) = Ee^{-rt},
+    PV(E) = Ee^{-r(T - t)},
 \end{equation}
 furthermore we have parameters $d_1$,
 \begin{equation}    
@@ -289,7 +289,7 @@ \subsection{Solving the Black-Scholes Equation Numerically}
 \end{equation}
 and $d_2$,
 \begin{equation}
-    d_2 = d_1 - \sigma \sqrt{t},
+    d_2 = d_1 - \sigma \sqrt{T - t},
 \end{equation}
 while $N$ is the cumulative normal distribution function.
 

doc/Projects/2020/Project5/BlackScholes/pdf/BlackScholes.p.tex

@@ -251,7 +251,7 @@ \subsection*{Solving the Black-Scholes Equation Numerically}
 where the present value of the exercise price is
 given by
 \begin{equation}
-    PV(E) = Ee^{-rt},
+    PV(E) = Ee^{-r(T - t)},
 \end{equation}
 furthermore we have parameters $d_1$,
 \begin{equation}    
@@ -263,7 +263,7 @@ \subsection*{Solving the Black-Scholes Equation Numerically}
 \end{equation}
 and $d_2$,
 \begin{equation}
-    d_2 = d_1 - \sigma \sqrt{t},
+    d_2 = d_1 - \sigma \sqrt{T - t},
 \end{equation}
 while $N$ is the cumulative normal distribution function.
 

doc/Projects/2020/Project5/BlackScholes/pdf/BlackScholes.pdf

@@ -163,7 +163,7 @@ where the present value of the exercise price is
 given by
 !bt
 \begin{equation}
-    PV(E) = Ee^{-rt},
+    PV(E) = Ee^{-r(T - t)},
 \end{equation}
 !et
 furthermore we have parameters $d_1$,
@@ -179,7 +179,7 @@ furthermore we have parameters $d_1$,
 and $d_2$,
 !bt
 \begin{equation}
-    d_2 = d_1 - \sigma \sqrt{t},
+    d_2 = d_1 - \sigma \sqrt{T - t},
 \end{equation}
 !et
 while $N$ is the cumulative normal distribution function.