Draw a solution curve of the Black-Scholes (or Black-Scholes-Merton) call option formula, as a function of the security price, for a given time. Sliders and a tangent illustrate the sensitivity of the solution to the parameters, known as the "greeks". For a complete explanation with examples, theory, and problems to work see
http://www.math.unl.edu/~sdunbar1/MathematicalFinance/Lessons/BlackScholes/Greeks/greeks.html
