A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...
A tool that measures the amount of change in the delta of a derivative (most often an option) in response to a unit change in...
One of the multiple tools that measure how an option's price and risk are affected by the underlying parameter on...
The correlations which are observed between a convertible’s theoretical value and relevant influential factors such as the underlying stock price,…
A complex hedging technique which is designed to mitigate different risk exposures usually associated with options. Those exposures are often…
A set of Greeks that are calculated based on more than a factor, deriving it once for a factor and...
An alternative set of Greeks, literally mixed Greeks, (alternative to the so-called analytical Greeks) that are derived and calculated numerically...
The convexity of vega is the second-order measure of derivative price sensitivity, capturing the rate of change of vega with...
A second-order cross greek that measures the absolute monetary change in delta for a 1 point change in volatility. It...
A vanilla Greek is a first-order derivative of the option value with respect to some variable such as underlying’s price, volatility, interest...