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imported>Doug Williamson |
imported>Doug Williamson |
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| 1. ''Options.''
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| Delta is the slope of the curve of option value plotted against underlying asset price.
| | A scheme that guarantees certain bank depositors' funds (subject to specified limits) should the bank fail. |
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| Mathematically, it is the first derivative of option value with respect to the underlying asset price.
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| It ranges between 0 and +/-1, depending on whether the option is a call or a put, and whether we have a long (bought) or short (sold) position in the option.
| | ==See also== |
| | | * [[Too Big To Fail]] |
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| 2. ''Change - difference.''
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| More generally, any change in a variable, especially a financial variable.
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| Or any difference between two related variables.
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| == See also == | |
| * [[Call]] | |
| * [[Delta hedging]]
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| * [[Delta neutral]]
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| * [[Derivative]]
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| * [[Gamma]]
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| * [[Greeks]]
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| * [[Low-delta option]]
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| * [[Out of the money]]
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| * [[Option]]
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| * [[Put]]
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| * [[Underlying asset]]
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| * [[Variable]]
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| [[Category:The_business_context]]
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| [[Category:Financial_products_and_markets]]
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Revision as of 16:54, 30 October 2013
(DGS).
A scheme that guarantees certain bank depositors' funds (subject to specified limits) should the bank fail.
See also