Delta and Deposit Guarantee Scheme: Difference between pages

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imported>Doug Williamson
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imported>Doug Williamson
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1. ''Options.''
(DGS).


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.


Mathematically, it is the first derivative of option value with respect to the underlying asset price.


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]]
 
2. ''Change - difference.''
 
More generally, any change in a variable, especially a financial variable.
 
Or any difference between two related variables.
 
 
== See also ==
* [[Call]]
* [[Delta hedging]]
* [[Delta neutral]]
* [[Derivative]]
* [[Gamma]]
* [[Greeks]]
* [[Low-delta option]]
* [[Out of the money]]
* [[Option]]
* [[Put]]
* [[Underlying asset]]
* [[Variable]]
 
[[Category:The_business_context]]
[[Category:Financial_products_and_markets]]

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