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...

An option sensitivity (literally a cross Greek) that measures the rate of change of vega in one underlying in reaction...

A topography report that shows the stability of a position with the passage of time, in an environment characterized by...

A topography report that shows the stability of a position with the passage of time, in an environment characterized by...

A second-order Greek is a second-order derivative of the option value with respect to some variable. Equivalently, it is the...

A second-order Greek is a second-order derivative of the option value with respect to some variable. Equivalently, it is the...

A third-order greek is a third-order derivative of the option value with respect to some variable. Equivalently, it is the...

A market phenomenon that comes into play when dealers in CMS spread range accrual structures (CRANS) go from exposure being relatively flat...