Greeks: Difference between revisions

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imported>Doug Williamson
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* [[Derivative]]
* [[Derivative]]
* [[Gamma]]
* [[Gamma]]
* [[Option]]
* [[Rho]]
* [[Rho]]
* [[Theta]]
* [[Theta]]

Revision as of 11:21, 7 October 2015

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