Response to risk and Rho: Difference between pages

Revision as of 14:17, 20 August 2013

1.

The rate of change of an option’s value with respect to changes in the risk-free rate of return.

The first derivative of option value with respect to the risk-free rate of return.

2.

A Greek letter sometimes used to designate the correlation coefficient between two variables.

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-''Corporate treasury - treasury organisation''.
+.
-Response to risk in the treasury organisation context describes the broad strategic choice of organising a treasury department as a:
+The rate of change of an option’s value with respect to changes in the risk-free rate of return.
-*Cost centre
-*Cost saving centre, or
-*Profit centre.
+The first derivative of option value with respect to the risk-free rate of return.
-==See also==
-*[[Corporate treasury]]
-*[[Cost centre]]
-*[[Cost saving centre]]
-*[[Profit centre]]
-[[Category:Manage_risks]]
+.
-[[Category:Treasury_operations_infrastructure]]
+A Greek letter sometimes used to designate the correlation coefficient between two variables.
+== See also ==
+* [[Correlation coefficient]]
+* [[Greeks]]
+* [[Risk free rate of return]]