Demand-pull inflation and Derivative: Difference between pages
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1. | |||
Abbreviation for derivative financial instrument. | |||
2. | |||
''Maths''. | |||
A derivative function describes the rate of change of the underlying function, with respect to changes in one of the variables in the underlying function. | |||
*The first derivative describes the slope of the function curve at a given point on the curve. | |||
*The second derivative describes the rate of change of the slope. In other words the degree of curvature, at a given point. | |||
Most of the 'Greek letters' in options analysis are the first derivative of the option value, as the related value driver changes. | |||
== See also == | == See also == | ||
* [[ | * [[Delta]] | ||
* [[ | * [[Derivative instrument]] | ||
* [[ | * [[Differentiation]] | ||
* [[ | * [[Embedded derivative]] | ||
* [[ | * [[Greeks]] | ||
Revision as of 06:55, 22 August 2017
1.
Abbreviation for derivative financial instrument.
2.
Maths.
A derivative function describes the rate of change of the underlying function, with respect to changes in one of the variables in the underlying function.
- The first derivative describes the slope of the function curve at a given point on the curve.
- The second derivative describes the rate of change of the slope. In other words the degree of curvature, at a given point.
Most of the 'Greek letters' in options analysis are the first derivative of the option value, as the related value driver changes.
