Greeks: Difference between revisions
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They all relate to changes in the value of options, with respect to changes in other relevant variables. | They all relate to changes in the value of options, with respect to changes in other relevant variables. | ||
== See also == | == See also == | ||
* [[Delta]] | * [[Delta]] | ||
* [[Derivative]] | * [[Derivative]] | ||
* [[Differentiation]] | |||
* [[Gamma]] | * [[Gamma]] | ||
* [[Option]] | |||
* [[Rho]] | * [[Rho]] | ||
* [[Theta]] | * [[Theta]] | ||
* [[Vega]] | * [[Vega]] | ||
[[Category:Risk_frameworks]] | |||
Latest revision as of 06:52, 22 August 2017
In options analysis, delta, gamma, vega, rho and theta are known collectively as the Greek letters or the Greeks.
They all relate to changes in the value of options, with respect to changes in other relevant variables.
