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…
In essence, rho is the partial derivative of the option value with respect to the interest rate. Carry rho is...
A second-order Greek that that relates the rate of change in a derivative's rho to changes in volatility. In other...
A second-order Greek that that relates the rate of change in a derivative's rho to changes in volatility. In other...
The rate of change in price of a derivative with respect to a change in the risk-free rate. This “Greek”...
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...
