A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...
One of the multiple tools that measure how an option's price and risk are affected by the underlying parameter on...
A second-order cross greek that measures the absolute monetary change in delta for a 1 point change in volatility. It...
A cross-Greek (a sensitivity measure for two-asset options or multiple-asset options) that captures the rate of change of vega in...
A cross-Greek (a sensitivity measure for two-asset options or multiple-asset options) that captures the rate of change of vomma in...
A special type of greeks or option sensitivities that express the cross effects between the underlying assets (cross gamma) and...
Tools that measure how an option's price and risk are affected by the underlying parameter on which the value of...
The greeks of exotic derivatives- such as exotic options, exotic swaps, etc. Greexotics (or exotic greeks) measure the sensitivity of...
The greeks of exotic derivatives- such as exotic options, exotic swaps, etc. Exotic greeks measure the sensitivity of exotic derivatives...
A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...