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Dynamic Topography


A topography report that shows the stability of a position with the passage of time, in an environment characterized by rapid changes in dynamics and as such in a position in a derivative contract such as options. The underlying method is based on holding the position constant and applying stimulation in figuring out the respective greeks. Stimulation involves looking ahead a specific unit of time such as one day, two days, three days, one week, two weeks, etc. More specifically, it uses gammas in the process for different underlying prices.

It is also known as gamma topography.



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Derivatives have increasingly become very important tools in finance over the last three decades. Many different types of derivatives are now traded actively on ...
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