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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.
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.


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


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


[[Category:Corporate_financial_management]]

Latest revision as of 11:06, 21 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