Black-Sholes的歐式選擇權的定價公式:
\[ c = S_0N(d_1) – Ke^{-rT}N(d_2) \]
\[ p = Ke^{-rT}N(-d_2) -S_0N(-d_1) \]
其中
\[ d_1 = \frac{\ln \left(\frac{S_0}{K}\right) + \left(r + \frac{\sigma^2}{2}\right)T}{\sigma\sqrt{T}} \]
\[ d_2 = \frac{\ln \left(\frac{S_0}{K}\right) + \left(r – \frac{\sigma^2}{2}\right)T}{\sigma\sqrt{T}} = d_1 – \sigma\sqrt{T} \]
$N(\cdot)$是標準常態分佈的CDF。

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Emacs CVS Font Setup

March 9, 2008

The following code is the font setup block in my .emacs:

;;基本中文字面及擴充字面,
;;感謝越院學提供的HAN NOM字型
;;及高盛華的Unicode字型

;;針對語文及古文(真的很古,比如說北美原住民用的字符)選字
(set-fontset-font "fontset-default"
  'cjk-misc '("AR PL New Kai" . "unicode-bmp"))

(set-fontset-font "fontset-default"
  'cyrillic '("DejaVu Sans" . "unicode-bmp"))

(set-fontset-font "fontset-default"
  'georgian '("DejaVu Sans" . "unicode-bmp"))

(set-fontset-font "fontset-default"
  'greek '("DejaVu Sans" . "unicode-bmp"))

(set-fontset-font "fontset-default"
  'gujarati '("Code2000" . "unicode-bmp"))

(set-fontset-font "fontset-default"
  'han '("LiHei Pro" . "unicode-bmp"))

(set-fontset-font "fontset-default"
  'hangul '("cwTeXHeiBold" . "unicode-bmp"))

(set-fontset-font "fontset-default"
  'kana '("Kochi Gothic" . "unicode-bmp"))

(set-fontset-font "fontset-default"
  'kannada '("Code2000" . "unicode-bmp"))

(set-fontset-font "fontset-default"
  'khmer '("Code2000" . "unicode-bmp"))

(set-fontset-font "fontset-default"
  'oriya '("Code2000" . "unicode-bmp"))

(set-fontset-font "fontset-default"
  'telugu '("Code2000" . "unicode-bmp"))

(set-fontset-font "fontset-default"
  'tibetan '("Tibetan Machine Uni" . "unicode-bmp"))

;;越南音標
(set-fontset-font "fontset-default"
  '(#x1ea0 . #x1ef9) '("DejaVu Sans" . "unicode-bmp"))

;;罕用漢字
(set-fontset-font "fontset-default"
  '(#x3400 . #x4db5) '("HAN NOM A" . "unicode-bmp"))

(set-fontset-font "fontset-default"
  '(#x20000 . #x2fa1d) '("HAN NOM B" . "unicode-sip"))

;;數字、標號符號

(set-fontset-font "fontset-default"
  '(#x0250 . #x02af) '("DejaVu Sans" . "unicode-bmp"))

(set-fontset-font "fontset-default"
  '(#x2448 . #x249b) '("AR PL New Kai" . "unicode-bmp"))

(set-fontset-font "fontset-default"
  '(#x3220 . #x3229) '("AR PL New Kai" . "unicode-bmp"))

(set-fontset-font "fontset-default"
  '(#xfe30 . #xfe6b) '("AR PL New Kai" . "unicode-bmp"))

;;點字
(set-fontset-font "fontset-default"
  'braille '("Code2000" . "unicode-bmp"))

(set-fontset-font "fontset-default"
  '(#x25a0 . #x25ff) '("DejaVu Sans" . "unicode-bmp"))

;;以下用 HAN NOM A補 New Kai的缺字
(set-fontset-font "fontset-default"
'(#x520f . #x520f) '("HAN NOM A" . "unicode-bmp"))
(set-fontset-font "fontset-default"
'(#x522f . #x522f) '("HAN NOM A" . "unicode-bmp"))
(set-fontset-font "fontset-default"
'(#x5248 . #x5248) '("HAN NOM A" . "unicode-bmp"))
(set-fontset-font "fontset-default"
'(#x5253 . #x5253) '("HAN NOM A" . "unicode-bmp"))
(set-fontset-font "fontset-default"
'(#x527e . #x527e) '("HAN NOM A" . "unicode-bmp"))
(set-fontset-font "fontset-default"
'(#x5286 . #x5286) '("HAN NOM A" . "unicode-bmp"))
(set-fontset-font "fontset-default"
'(#x528e . #x528e) '("HAN NOM A" . "unicode-bmp"))
(set-fontset-font "fontset-default"
'(#x52ca . #x52ca) '("HAN NOM A" . "unicode-bmp"))
(set-fontset-font "fontset-default"
'(#x52ce . #x52ce) '("HAN NOM A" . "unicode-bmp"))
(set-fontset-font "fontset-default"
'(#x52ed . #x52ee) '("HAN NOM A" . "unicode-bmp"))
(set-fontset-font "fontset-default"
'(#x52fd . #x52fd) '("HAN NOM A" . "unicode-bmp"))
(set-fontset-font "fontset-default"
'(#x5303 . #x5304) '("HAN NOM A" . "unicode-bmp"))
(set-fontset-font "fontset-default"
'(#x5307 . #x5307) '("HAN NOM A" . "unicode-bmp"))
(set-fontset-font "fontset-default"
'(#x530c . #x530c) '("HAN NOM A" . "unicode-bmp"))
(set-fontset-font "fontset-default"
'(#x5313 . #x5314) '("HAN NOM A" . "unicode-bmp"))
(set-fontset-font "fontset-default"
'(#x573c . #x573c) '("HAN NOM A" . "unicode-bmp"))
(set-fontset-font "fontset-default"
'(#x6638 . #x6638) '("HAN NOM A" . "unicode-bmp"))
(set-fontset-font "fontset-default"
'(#x666d . #x666d) '("HAN NOM A" . "unicode-bmp"))
(set-fontset-font "fontset-default"
'(#x66a5 . #x66a5) '("HAN NOM A" . "unicode-bmp"))
(set-fontset-font "fontset-default"
'(#x66d0 . #x66d1) '("HAN NOM A" . "unicode-bmp"))
(set-fontset-font "fontset-default"
'(#x66e1 . #x66e1) '("HAN NOM A" . "unicode-bmp"))

; and the result is :