One of the multiple tools that measure how an option's price and risk are affected by the underlying parameter on...
A vanilla Greek is a first-order derivative of the option value with respect to some variable such as underlying’s price, volatility, interest...
A measure (first-order greek) of the rate of change in the value of an option with respect to the passage...
Tools that measure how an option's price and risk are affected by the underlying parameter on which the value of...
A series of calculations which determine and reflect different profiles of risk exhibited by a stock or asset underlying a derivative in response to changes in...
A 1st order Greek is a first-order derivative of the option value with respect to some variable such as underlying’s price, volatility,...
A first-order Greek is a first-order derivative of the option value with respect to some variable such as underlying’s price, volatility, interest rate,...
