Rho: Difference between revisions

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* [[Correlation coefficient]]
* [[Correlation coefficient]]
* [[Greeks]]
* [[Greeks]]
* [[Risk free rate of return]]
* [[Risk-free rate of return]]

Revision as of 20:16, 5 February 2018

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.


See also