The language of derivatives (such as delta, DV01, vega, gamma, notionals, vol-vol, fugit, etc) may be hard and confusing to…
It refers to consistent FX points pricing spread which is the basis for the interbank market functioning. This pricing ensures...
The sensitivity of an option’s premium (price) to changes in the forward market on the same underlying asset over the...
A delta greek (belonging to the category of exotic greeks on delta) that represents the second-order partial derivative of delta...
A delta greek (belonging to the category of exotic greeks on delta) that represents the second-order partial derivative of delta...
The option price sensitivity to a change in the price of its underlying. It represents the change in the price...
Gamma is the second derivative of the option’s price (premium) with respect to the underlying price/ rate. It is usually...
A hedging technique that is usually deployed in case two mismatches occur: one between the maturities (maturity mismatch) and another...
The dollar sensitivity of the price of a derivative to a fractional change in the price of the underlying. It...
The dollar sensitivity of the price of a derivative to a dollar change in the price of the underlying. It...
