Greeks: Difference between revisions

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* [[Theta]]
* [[Theta]]
* [[Vega]]
* [[Vega]]


[[Category:Risk_frameworks]]

Revision as of 14:29, 11 November 2013

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.

See also